-72.4%
STSM vs SPY
+17.3%
-89.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -7.6% |
| 7D | -5.4% | +0.1% | -5.5% | -5.1% |
| 30D | -7.8% | +0.1% | -7.8% | -7.5% |
| 3M | -9.6% | +2.0% | -11.6% | +6.4% |
| 6M | -49.4% | +13.0% | -62.4% | -4.6% |
| YTD | -66.1% | +13.5% | -79.6% | -33.8% |
| All | -72.4% | +17.3% | -89.7% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling