-98.6%
STI vs SPY
+80.4%
-179.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.2% |
| 7D | +1.9% | +0.1% | +1.7% | +1.5% |
| 30D | +19.8% | +0.1% | +19.7% | +19.6% |
| 3M | -66.1% | +2.0% | -68.1% | -68.8% |
| 6M | +87.6% | +13.0% | +74.5% | +36.7% |
| YTD | +8.5% | +13.5% | -5.1% | -20.4% |
| 1Y | +12.1% | +20.0% | -7.9% | -24.6% |
| All | -98.6% | +80.4% | -179.0% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling