+74.7%
STT vs SPYG
+22.6%
+52.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | +3.9% | -0.4% | +4.3% | +4.1% |
| 3M | +20.0% | +0.5% | +19.4% | +19.2% |
| 6M | +55.3% | +17.5% | +37.8% | +37.7% |
| YTD | +53.3% | +14.3% | +39.0% | +38.4% |
| 1Y | +74.7% | +21.7% | +53.0% | +56.6% |
| All | +74.7% | +22.6% | +52.1% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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