+35.2%
STIP vs SPY
+312.9%
-277.7%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.7% | -2.7% | +2.0% | -0.6% |
| 30D | +0.4% | -5.4% | +5.8% | +0.5% |
| 3M | 0.0% | -4.1% | +4.1% | +0.1% |
| 6M | -0.1% | +0.7% | -0.8% | -0.1% |
| YTD | +1.7% | +8.7% | -7.0% | +1.5% |
| 1Y | +2.0% | +10.9% | -8.9% | +1.7% |
| 3Y | +14.8% | +75.0% | -60.2% | +13.0% |
| 5Y | +15.1% | +67.8% | -52.7% | +13.1% |
| All | +35.2% | +312.9% | -277.7% | +32.4% |
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 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