+430.4%
STAA vs SPY
+3,015.5%
-2,585.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | -5.2% | -0.6% | -4.6% | -4.8% |
| 30D | +10.2% | -3.7% | +13.8% | +13.7% |
| 3M | -5.0% | -2.7% | -2.2% | -2.9% |
| 6M | -10.6% | +2.2% | -12.7% | -12.7% |
| YTD | +3.4% | +10.8% | -7.5% | -6.4% |
| 1Y | -12.9% | +11.2% | -24.2% | -21.6% |
| 3Y | -28.7% | +76.5% | -105.2% | -57.4% |
| 5Y | -78.7% | +72.9% | -151.6% | -86.4% |
| 10Y | +143.6% | +304.8% | -161.2% | -19.1% |
| All | +430.4% | +3,015.5% | -2,585.1% | -46.7% |
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