+194.0%
STT vs SPYG
+393.2%
-199.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.7% |
| 7D | +4.8% | +2.3% | +2.4% | +2.6% |
| 30D | +3.9% | -6.5% | +10.4% | +10.2% |
| 3M | -8.2% | -6.8% | -1.3% | -2.3% |
| 6M | +15.6% | -3.1% | +18.8% | +18.1% |
| YTD | +37.6% | +8.0% | +29.6% | +27.1% |
| 1Y | +50.1% | +10.2% | +39.9% | +35.9% |
| 3Y | +183.1% | +91.0% | +92.1% | +48.0% |
| 5Y | +104.8% | +67.7% | +37.1% | +20.9% |
| All | +194.0% | +393.2% | -199.2% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling