+120.6%
ST vs SPY
+758.4%
-637.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.4% | -1.9% | -0.8% |
| 7D | -6.7% | -4.7% | -2.0% | -0.9% |
| 30D | -12.3% | -5.9% | -6.4% | -5.3% |
| 3M | -18.8% | -4.5% | -14.3% | -13.9% |
| 6M | -9.6% | +1.8% | -11.4% | -10.8% |
| YTD | +16.7% | +8.3% | +8.4% | +7.2% |
| 1Y | +23.0% | +9.3% | +13.7% | +11.9% |
| 3Y | +23.8% | +74.9% | -51.0% | -33.8% |
| 5Y | -31.7% | +67.3% | -98.9% | -61.2% |
| 10Y | +14.0% | +311.6% | -297.6% | -76.5% |
| All | +120.6% | +758.4% | -637.8% | -78.6% |
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