+146.8%
ST vs SPY
+799.7%
-653.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.0% |
| 7D | +5.0% | +0.1% | +4.9% | +4.8% |
| 30D | -9.2% | +0.1% | -9.3% | -9.3% |
| 3M | -17.9% | +2.0% | -19.9% | -19.6% |
| 6M | +23.9% | +13.0% | +10.9% | +7.6% |
| YTD | +30.5% | +13.5% | +17.0% | +12.9% |
| 1Y | +35.3% | +20.0% | +15.3% | +10.0% |
| 3Y | +18.3% | +77.2% | -58.9% | -38.1% |
| 5Y | -21.6% | +81.9% | -103.5% | -59.8% |
| 10Y | +19.2% | +314.1% | -294.8% | -75.7% |
| All | +146.8% | +799.7% | -653.0% | -77.4% |
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