+43.8%
STIP vs SPY
+694.8%
-651.0%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.2% |
| 7D | -0.5% | -4.7% | +4.2% | -0.4% |
| 30D | +0.5% | -5.9% | +6.4% | +0.6% |
| 3M | -0.1% | -4.5% | +4.4% | 0.0% |
| 6M | -0.2% | +1.8% | -2.0% | -0.3% |
| YTD | +1.7% | +8.3% | -6.7% | +1.5% |
| 1Y | +2.0% | +9.3% | -7.3% | +1.9% |
| 3Y | +14.6% | +74.9% | -60.2% | +13.4% |
| 5Y | +15.0% | +67.3% | -52.2% | +13.7% |
| 10Y | +35.1% | +311.6% | -276.4% | +32.6% |
| All | +43.8% | +694.8% | -651.0% | +41.6% |
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 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