-62.3%
STHO vs SPY
+94.0%
-156.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +0.9% | -2.7% | +3.6% | +3.1% |
| 30D | -13.0% | -5.4% | -7.6% | -9.1% |
| 3M | -20.5% | -4.1% | -16.4% | -17.9% |
| 6M | -14.4% | +0.7% | -15.1% | -15.6% |
| YTD | -8.4% | +8.7% | -17.1% | -15.5% |
| 1Y | +7.6% | +10.9% | -3.3% | -2.6% |
| 3Y | -38.1% | +75.0% | -113.1% | -67.0% |
| All | -62.3% | +94.0% | -156.3% | -80.2% |
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