+384.3%
STT vs SPYG
+564.9%
-180.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | +3.9% | -0.4% | +4.3% | +4.3% |
| 3M | +20.0% | +0.5% | +19.4% | +18.5% |
| 6M | +55.3% | +17.5% | +37.8% | +30.1% |
| YTD | +53.3% | +14.3% | +39.0% | +32.0% |
| 1Y | +74.7% | +21.7% | +53.0% | +40.6% |
| 3Y | +205.8% | +98.6% | +107.2% | +41.8% |
| 5Y | +145.0% | +85.1% | +59.9% | +20.7% |
| 10Y | +266.0% | +412.0% | -146.0% | -41.7% |
| All | +384.3% | +564.9% | -180.5% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling