+29.6%
ST vs SPY
+9.9%
+19.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +1.5% |
| 7D | -2.4% | -2.7% | +0.3% | +2.4% |
| 30D | -7.2% | -5.4% | -1.8% | +2.7% |
| 3M | -14.9% | -4.1% | -10.8% | -8.2% |
| 6M | -13.6% | +0.7% | -14.3% | -14.8% |
| YTD | +19.1% | +8.7% | +10.4% | +3.3% |
| 1Y | +29.6% | +10.9% | +18.8% | +8.8% |
| All | +29.6% | +9.9% | +19.8% | +8.8% |
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 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