+89.3%
STBA vs SPY
+74.0%
+15.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +0.6% | +3.3% | -2.7% | -1.7% |
| 30D | +6.4% | -2.7% | +9.1% | +8.4% |
| 3M | +0.2% | -1.7% | +1.9% | +1.2% |
| 6M | +18.1% | +3.1% | +15.0% | +14.8% |
| YTD | +33.3% | +11.9% | +21.4% | +21.5% |
| 1Y | +35.4% | +12.0% | +23.4% | +23.4% |
| 3Y | +110.4% | +78.2% | +32.2% | +36.2% |
| 5Y | +89.3% | +73.2% | +16.1% | +23.1% |
| All | +89.3% | +74.0% | +15.3% | +23.1% |
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