+152.5%
STAA vs SPY
+307.0%
-154.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | +4.7% | +2.6% | +2.1% | +1.5% |
| 30D | +20.8% | -2.0% | +22.8% | +23.7% |
| 3M | +4.2% | -2.8% | +7.0% | +7.4% |
| 6M | -10.2% | +2.1% | -12.4% | -13.2% |
| YTD | +14.3% | +11.5% | +2.8% | -1.1% |
| 1Y | +1.4% | +13.5% | -12.1% | -14.5% |
| 3Y | -22.3% | +77.7% | -100.0% | -63.6% |
| 5Y | -76.7% | +72.6% | -149.3% | -88.2% |
| All | +152.5% | +307.0% | -154.5% | -56.5% |
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