+37.5%
STC vs SPY
+315.0%
-277.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.6% | -4.3% |
| 7D | +0.5% | +0.1% | +0.4% | 0.0% |
| 30D | -9.4% | -3.3% | -6.1% | -7.0% |
| 3M | -32.1% | -2.4% | -29.7% | -30.8% |
| 6M | -33.0% | +2.6% | -35.6% | -35.1% |
| YTD | -33.0% | +11.2% | -44.2% | -39.6% |
| 1Y | -33.6% | +13.4% | -47.0% | -41.2% |
| 3Y | +13.1% | +79.9% | -66.8% | -35.7% |
| 5Y | -28.8% | +72.2% | -101.0% | -57.9% |
| 10Y | +37.5% | +307.3% | -269.8% | -57.9% |
| All | +37.5% | +315.0% | -277.5% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling