+28.3%
STOT vs SPY
+336.8%
-308.5%
-6.1%
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 | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +0.1% | +0.1% | 0.0% | +0.1% |
| 3M | +0.5% | +2.0% | -1.5% | +0.5% |
| 6M | +0.8% | +13.0% | -12.2% | +0.8% |
| YTD | +1.6% | +13.5% | -12.0% | +1.5% |
| 1Y | +2.9% | +20.0% | -17.0% | +2.8% |
| 3Y | +15.9% | +77.2% | -61.3% | +15.4% |
| 5Y | +15.2% | +81.9% | -66.7% | +14.6% |
| 10Y | +26.6% | +314.1% | -287.5% | +25.9% |
| All | +28.3% | +336.8% | -308.5% | +27.5% |
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