+13.6%
STPZ vs SPY
+78.0%
-64.4%
-1.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.2% | -3.3% | +3.2% | -0.2% |
| 3M | -1.2% | -2.4% | +1.2% | -1.2% |
| 6M | -1.5% | +2.6% | -4.0% | -1.4% |
| YTD | +0.3% | +11.2% | -10.9% | +0.4% |
| 1Y | +0.5% | +13.4% | -12.9% | +0.6% |
| 3Y | +13.6% | +79.9% | -66.3% | +11.6% |
| All | +13.6% | +78.0% | -64.4% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling