+1,536.3%
STC vs SPY
+3,091.8%
-1,555.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -0.8% | +0.1% | -0.9% | -0.8% |
| 3M | +7.3% | +2.0% | +5.4% | +4.9% |
| 6M | -2.0% | +13.0% | -15.0% | -12.7% |
| YTD | -2.3% | +13.5% | -15.9% | -13.4% |
| 1Y | -5.9% | +20.0% | -25.9% | -20.8% |
| 3Y | +55.1% | +77.2% | -22.1% | -9.6% |
| 5Y | +27.3% | +81.9% | -54.6% | -27.7% |
| 10Y | +95.8% | +314.1% | -218.2% | -47.0% |
| All | +1,536.3% | +3,091.8% | -1,555.5% | +26.4% |
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