+2,026.0%
STBA vs SPY
+2,954.7%
-928.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | +0.5% | -2.7% | +3.2% | +2.8% |
| 30D | +5.0% | -5.4% | +10.4% | +9.9% |
| 3M | -1.0% | -4.1% | +3.1% | +2.4% |
| 6M | +15.8% | +0.7% | +15.1% | +14.3% |
| YTD | +32.2% | +8.7% | +23.5% | +21.9% |
| 1Y | +38.2% | +10.9% | +27.3% | +25.1% |
| 3Y | +99.7% | +75.0% | +24.7% | +21.1% |
| 5Y | +88.9% | +67.8% | +21.1% | +17.1% |
| 10Y | +139.3% | +312.9% | -173.6% | -31.2% |
| All | +2,026.0% | +2,954.7% | -928.7% | +212.4% |
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