+177.7%
STAA vs SPY
+314.4%
-136.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.0% |
| 30D | -0.2% | -0.9% | +0.7% | +0.9% |
| 3M | -19.4% | +3.9% | -23.2% | -23.3% |
| 6M | +30.9% | +14.5% | +16.4% | +10.1% |
| YTD | +4.6% | +12.9% | -8.3% | -10.6% |
| 1Y | -12.7% | +19.4% | -32.1% | -30.8% |
| 3Y | -44.9% | +78.5% | -123.4% | -74.3% |
| 5Y | -84.4% | +81.8% | -166.2% | -92.5% |
| All | +177.7% | +314.4% | -136.7% | -55.5% |
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