-96.8%
STFS vs SPY
+36.4%
-133.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +15.1% | +0.1% | +15.0% | +14.9% |
| 3M | -60.9% | +2.0% | -62.9% | -61.3% |
| 6M | +5.0% | +13.0% | -8.0% | +0.7% |
| YTD | +5.0% | +13.5% | -8.5% | +0.5% |
| 1Y | -16.0% | +20.0% | -36.0% | -20.6% |
| All | -96.8% | +36.4% | -133.2% | -97.0% |
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 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