-61.5%
STUB vs SPY
+14.6%
-76.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.1% | +6.2% |
| 7D | +17.7% | -0.7% | +18.4% | +18.9% |
| 30D | +19.2% | -1.0% | +20.2% | +20.9% |
| 3M | -30.3% | -0.3% | -30.0% | -30.0% |
| 6M | -11.4% | +7.3% | -18.8% | -21.6% |
| YTD | -51.3% | +13.3% | -64.6% | -59.9% |
| 1Y | -61.5% | +14.8% | -76.3% | -69.3% |
| All | -61.5% | +14.6% | -76.1% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling