+266.4%
STT vs SPY
+312.5%
-46.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +1.0% | -0.4% | +1.3% | +1.4% |
| 30D | +2.8% | -1.4% | +4.2% | +4.6% |
| 3M | +18.1% | +3.7% | +14.4% | +12.8% |
| 6M | +59.2% | +13.0% | +46.2% | +36.5% |
| YTD | +51.5% | +12.4% | +39.1% | +31.0% |
| 1Y | +75.7% | +18.5% | +57.1% | +42.4% |
| 3Y | +200.8% | +77.6% | +123.1% | +45.1% |
| 5Y | +155.8% | +81.7% | +74.1% | +21.1% |
| 10Y | +266.4% | +319.7% | -53.3% | -39.5% |
| All | +266.4% | +312.5% | -46.1% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling