+171.5%
STAA vs SPY
+312.5%
-141.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.7% |
| 7D | +2.2% | -0.4% | +2.6% | +2.7% |
| 30D | -6.0% | -1.4% | -4.6% | -4.4% |
| 3M | -20.9% | +3.7% | -24.6% | -24.6% |
| 6M | +28.9% | +13.0% | +15.9% | +10.3% |
| YTD | +2.3% | +12.4% | -10.1% | -12.1% |
| 1Y | -14.7% | +18.5% | -33.2% | -31.8% |
| 3Y | -46.1% | +77.6% | -123.8% | -74.7% |
| 5Y | -84.9% | +81.7% | -166.5% | -92.7% |
| 10Y | +171.5% | +319.7% | -148.2% | -56.2% |
| All | +171.5% | +312.5% | -141.0% | -56.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling