+44.3%
STIP vs SPY
+733.0%
-688.7%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | 0.0% | +2.0% | -2.0% | 0.0% |
| 6M | +1.3% | +13.0% | -11.8% | +1.0% |
| YTD | +2.0% | +13.5% | -11.5% | +1.8% |
| 1Y | +2.3% | +20.0% | -17.6% | +2.0% |
| 3Y | +16.0% | +77.2% | -61.2% | +14.7% |
| 5Y | +16.4% | +81.9% | -65.5% | +14.8% |
| 10Y | +36.5% | +314.1% | -277.5% | +33.9% |
| All | +44.3% | +733.0% | -688.7% | +42.0% |
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