+260.3%
STT vs SPYG
+420.3%
-160.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.5% |
| 7D | -1.4% | -1.8% | +0.5% | +0.3% |
| 30D | +2.2% | -1.9% | +4.1% | +4.0% |
| 3M | +18.8% | +5.2% | +13.7% | +13.1% |
| 6M | +57.9% | +15.6% | +42.4% | +37.4% |
| YTD | +51.0% | +12.4% | +38.6% | +34.7% |
| 1Y | +77.1% | +17.5% | +59.7% | +51.6% |
| 3Y | +199.8% | +98.1% | +101.8% | +51.9% |
| 5Y | +156.0% | +84.9% | +71.0% | +37.3% |
| All | +260.3% | +420.3% | -160.0% | -31.1% |
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