-98.3%
SST vs SPY
+145.8%
-244.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.3% |
| 7D | +2.4% | +0.1% | +2.3% | +2.1% |
| 30D | -26.1% | -3.3% | -22.7% | -24.1% |
| 3M | +3.6% | -2.4% | +6.0% | +5.7% |
| 6M | -55.9% | +2.6% | -58.4% | -56.6% |
| YTD | -55.9% | +11.2% | -67.1% | -59.5% |
| 1Y | -62.8% | +13.4% | -76.2% | -66.5% |
| 3Y | -87.3% | +79.9% | -167.2% | -91.7% |
| 5Y | -98.3% | +72.2% | -170.5% | -98.9% |
| All | -98.3% | +145.8% | -244.1% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling