+96.7%
STC vs SPY
+311.3%
-214.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -2.3% | +0.5% | -2.8% | -2.7% |
| 30D | -1.7% | -0.9% | -0.7% | -0.9% |
| 3M | +3.9% | +3.9% | 0.0% | +0.1% |
| 6M | +1.7% | +14.5% | -12.8% | -10.4% |
| YTD | -3.0% | +12.9% | -15.9% | -13.5% |
| 1Y | -8.0% | +19.4% | -27.4% | -22.1% |
| 3Y | +62.9% | +78.5% | -15.6% | -6.2% |
| 5Y | +26.2% | +81.8% | -55.5% | -28.9% |
| 10Y | +96.7% | +311.5% | -214.8% | -45.0% |
| All | +96.7% | +311.3% | -214.6% | -45.0% |
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