+421.6%
STAA vs SPY
+3,091.8%
-2,670.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +6.2% | +0.1% | +6.0% | +6.0% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | -21.4% | +2.0% | -23.4% | -23.0% |
| 6M | +22.1% | +13.0% | +9.1% | +9.1% |
| YTD | +1.6% | +13.5% | -11.9% | -9.6% |
| 1Y | -15.5% | +20.0% | -35.5% | -28.7% |
| 3Y | -45.5% | +77.2% | -122.7% | -67.5% |
| 5Y | -85.0% | +81.9% | -166.9% | -90.8% |
| 10Y | +161.9% | +314.1% | -152.1% | -14.3% |
| All | +421.6% | +3,091.8% | -2,670.2% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling