-98.5%
STI vs SPY
+96.9%
-195.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.7% |
| 7D | -5.0% | +0.5% | -5.5% | -5.5% |
| 30D | +1.0% | -0.9% | +1.9% | +2.0% |
| 3M | -74.9% | +3.9% | -78.7% | -76.2% |
| 6M | +88.1% | +14.5% | +73.6% | +56.2% |
| YTD | +2.7% | +12.9% | -10.2% | -12.2% |
| 1Y | +53.3% | +19.4% | +33.9% | +25.7% |
| 3Y | -98.7% | +78.5% | -177.1% | -99.0% |
| All | -98.5% | +96.9% | -195.5% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling