+143.6%
STAA vs SPY
+304.1%
-160.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | -5.2% | -0.6% | -4.6% | -4.7% |
| 30D | +10.2% | -3.7% | +13.8% | +14.9% |
| 3M | -5.0% | -2.7% | -2.2% | -2.3% |
| 6M | -10.6% | +2.2% | -12.7% | -13.7% |
| YTD | +3.4% | +10.8% | -7.5% | -10.0% |
| 1Y | -12.9% | +11.2% | -24.2% | -24.9% |
| 3Y | -28.7% | +76.5% | -105.2% | -66.4% |
| 5Y | -78.7% | +72.9% | -151.6% | -89.2% |
| 10Y | +143.6% | +304.8% | -161.2% | -54.1% |
| All | +143.6% | +304.1% | -160.5% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling