-99.2%
STI vs SPY
+94.0%
-193.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -4.4% |
| 7D | +5.9% | +0.1% | +5.8% | +5.7% |
| 30D | -26.9% | -3.3% | -23.6% | -24.0% |
| 3M | -42.3% | -2.4% | -39.9% | -40.6% |
| 6M | -20.2% | +2.6% | -22.7% | -23.7% |
| YTD | -41.3% | +11.2% | -52.6% | -48.9% |
| 1Y | -64.9% | +13.4% | -78.3% | -70.1% |
| 3Y | -99.2% | +79.9% | -179.1% | -99.4% |
| All | -99.2% | +94.0% | -193.2% | -99.4% |
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