-96.2%
SST vs SPY
+150.9%
-247.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.2% |
| 7D | +102.6% | +0.1% | +102.5% | +102.5% |
| 30D | +128.0% | +0.1% | +127.9% | +127.9% |
| 3M | +13.6% | +2.0% | +11.7% | +12.2% |
| 6M | +24.4% | +13.0% | +11.3% | +12.8% |
| YTD | -2.3% | +13.5% | -15.8% | -11.8% |
| 1Y | -48.7% | +20.0% | -68.7% | -55.8% |
| 3Y | -79.3% | +77.2% | -156.5% | -86.4% |
| 5Y | -96.1% | +81.9% | -178.0% | -97.6% |
| All | -96.2% | +150.9% | -247.1% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling