-96.1%
STFS vs SPY
+33.7%
-129.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.4% | -11.4% | -10.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | +35.3% | -3.3% | +38.6% | +37.1% |
| 3M | +46.4% | -2.4% | +48.9% | +47.5% |
| 6M | -48.7% | +2.6% | -51.2% | -49.5% |
| YTD | +28.5% | +11.2% | +17.3% | +23.8% |
| 1Y | -28.6% | +13.4% | -42.0% | -31.5% |
| All | -96.1% | +33.7% | -129.7% | -96.3% |
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