+2,582.0%
STT vs SPY
+2,954.7%
-372.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.2% |
| 7D | -2.5% | -2.7% | +0.2% | +1.1% |
| 30D | -5.0% | -5.4% | +0.4% | +2.4% |
| 3M | -10.5% | -4.1% | -6.4% | -5.4% |
| 6M | +10.0% | +0.7% | +9.3% | +8.7% |
| YTD | +30.7% | +8.7% | +22.0% | +16.6% |
| 1Y | +43.8% | +10.9% | +32.9% | +24.8% |
| 3Y | +168.1% | +75.0% | +93.1% | +24.3% |
| 5Y | +101.4% | +67.8% | +33.6% | -0.4% |
| 10Y | +211.3% | +312.9% | -101.5% | -53.9% |
| All | +2,582.0% | +2,954.7% | -372.7% | -32.5% |
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 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