+13.2%
STBF vs SPY
+54.0%
-40.8%
-1.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +0.7% | +2.0% | -1.3% | +0.7% |
| 6M | +1.2% | +13.0% | -11.8% | +1.2% |
| YTD | +2.2% | +13.5% | -11.4% | +2.2% |
| 1Y | +4.2% | +20.0% | -15.8% | +4.2% |
| All | +13.2% | +54.0% | -40.8% | +13.4% |
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