+75.7%
STT vs SPY
+18.8%
+56.9%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +1.0% | -0.4% | +1.3% | +1.4% |
| 30D | +2.8% | -1.4% | +4.2% | +4.3% |
| 3M | +18.1% | +3.7% | +14.4% | +13.3% |
| 6M | +59.2% | +13.0% | +46.2% | +37.7% |
| YTD | +51.5% | +12.4% | +39.1% | +32.5% |
| 1Y | +75.7% | +18.5% | +57.1% | +47.4% |
| All | +75.7% | +18.8% | +56.9% | +47.4% |
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