-35.3%
SST vs SPY
+19.4%
-54.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.5% | -0.5% | +31.1% | +30.3% |
| 7D | +76.1% | +0.5% | +75.5% | +76.4% |
| 30D | +199.4% | -0.9% | +200.3% | +197.9% |
| 3M | +62.3% | +3.9% | +58.5% | +66.3% |
| 6M | +62.9% | +14.5% | +48.3% | +117.8% |
| YTD | +27.6% | +12.9% | +14.6% | +74.0% |
| 1Y | -35.3% | +19.4% | -54.7% | -31.1% |
| All | -35.3% | +19.4% | -54.7% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling