+48.5%
STPZ vs SPY
+876.9%
-828.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.2% |
| 7D | -1.0% | -4.7% | +3.7% | -0.9% |
| 30D | +0.2% | -5.9% | +6.1% | +0.3% |
| 3M | -0.9% | -4.5% | +3.6% | -0.9% |
| 6M | -1.2% | +1.8% | -3.0% | -1.2% |
| YTD | +0.5% | +8.3% | -7.8% | +0.4% |
| 1Y | +0.9% | +9.3% | -8.5% | +0.7% |
| 3Y | +13.3% | +74.9% | -61.5% | +12.2% |
| 5Y | +11.5% | +67.3% | -55.8% | +10.3% |
| 10Y | +30.3% | +311.6% | -281.3% | +28.5% |
| All | +48.5% | +876.9% | -828.4% | +47.8% |
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