+2,694.9%
STT vs SPY
+3,015.5%
-320.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +1.1% | -0.6% | +1.7% | +1.9% |
| 30D | -1.9% | -3.7% | +1.8% | +3.2% |
| 3M | -7.6% | -2.7% | -4.8% | -4.1% |
| 6M | +16.0% | +2.2% | +13.8% | +12.4% |
| YTD | +36.2% | +10.8% | +25.4% | +18.4% |
| 1Y | +46.8% | +11.2% | +35.6% | +27.0% |
| 3Y | +177.8% | +76.5% | +101.3% | +27.4% |
| 5Y | +105.8% | +72.9% | +32.9% | -2.3% |
| 10Y | +197.6% | +304.8% | -107.2% | -54.7% |
| All | +2,694.9% | +3,015.5% | -320.6% | -31.4% |
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 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