+34.9%
STIP vs SPY
+304.1%
-269.2%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -0.4% | -0.6% | +0.1% | -0.4% |
| 30D | 0.0% | -3.7% | +3.6% | 0.0% |
| 3M | -0.6% | -2.7% | +2.1% | -0.5% |
| 6M | -0.7% | +2.2% | -2.9% | -0.7% |
| YTD | +1.3% | +10.8% | -9.6% | +1.0% |
| 1Y | +1.5% | +11.2% | -9.7% | +1.2% |
| 3Y | +14.7% | +76.5% | -61.8% | +12.8% |
| 5Y | +14.3% | +72.9% | -58.7% | +12.3% |
| 10Y | +34.9% | +304.8% | -269.9% | +31.6% |
| All | +34.9% | +304.1% | -269.2% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling