-26.2%
STC vs SPY
+67.4%
-93.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | +5.6% | -2.7% | +8.3% | +7.5% |
| 30D | -6.7% | -5.4% | -1.4% | -3.0% |
| 3M | -30.7% | -4.1% | -26.6% | -28.7% |
| 6M | -30.8% | +0.7% | -31.5% | -31.6% |
| YTD | -31.4% | +8.7% | -40.1% | -36.3% |
| 1Y | -30.1% | +10.9% | -41.0% | -36.2% |
| 3Y | +12.3% | +75.0% | -62.7% | -31.0% |
| All | -26.2% | +67.4% | -93.6% | -53.7% |
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