+195.6%
STT vs SPYG
+98.4%
+97.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.0% | +0.3% | +0.6% | +0.8% |
| 30D | +2.8% | -1.7% | +4.5% | +3.9% |
| 3M | +18.1% | +3.6% | +14.5% | +15.1% |
| 6M | +59.2% | +16.6% | +42.6% | +43.4% |
| YTD | +51.5% | +13.4% | +38.1% | +38.9% |
| 1Y | +75.7% | +19.6% | +56.1% | +55.7% |
| All | +195.6% | +98.4% | +97.1% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling