+334.7%
STT vs SPYG
+528.0%
-193.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.8% |
| 7D | +4.8% | +2.3% | +2.4% | +2.3% |
| 30D | +3.9% | -6.5% | +10.4% | +11.1% |
| 3M | -8.2% | -6.8% | -1.3% | -1.5% |
| 6M | +15.6% | -3.1% | +18.8% | +18.4% |
| YTD | +37.6% | +8.0% | +29.6% | +25.4% |
| 1Y | +50.1% | +10.2% | +39.9% | +33.7% |
| 3Y | +183.1% | +91.0% | +92.1% | +36.3% |
| 5Y | +104.8% | +67.7% | +37.1% | +11.9% |
| 10Y | +201.9% | +393.9% | -192.0% | -50.3% |
| All | +334.7% | +528.0% | -193.2% | -57.1% |
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 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