-78.5%
STAA vs SPY
+67.4%
-145.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.3% | -6.0% | -6.1% |
| 7D | +2.7% | -2.7% | +5.4% | +6.3% |
| 30D | +12.7% | -5.4% | +18.1% | +20.9% |
| 3M | +9.0% | -4.1% | +13.1% | +14.6% |
| 6M | -9.2% | +0.7% | -9.9% | -11.0% |
| YTD | +9.2% | +8.7% | +0.5% | -3.9% |
| 1Y | -5.3% | +10.9% | -16.2% | -19.4% |
| 3Y | -26.9% | +75.0% | -101.9% | -70.8% |
| All | -78.5% | +67.4% | -145.9% | -90.0% |
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