-84.4%
STAA vs SPY
+81.8%
-166.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.7% |
| 7D | +2.7% | +0.5% | +2.2% | +2.0% |
| 30D | -0.2% | -0.9% | +0.7% | +1.0% |
| 3M | -19.4% | +3.9% | -23.2% | -23.7% |
| 6M | +30.9% | +14.5% | +16.4% | +8.0% |
| YTD | +4.6% | +12.9% | -8.3% | -12.1% |
| 1Y | -12.7% | +19.4% | -32.1% | -32.8% |
| 3Y | -44.9% | +78.5% | -123.4% | -78.4% |
| 5Y | -84.4% | +81.8% | -166.2% | -93.6% |
| All | -84.4% | +81.8% | -166.2% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling