-73.4%
STUB vs SPY
+15.6%
-89.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -8.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.3% |
| 30D | -4.4% | -3.3% | -1.1% | +0.3% |
| 3M | -34.6% | -2.4% | -32.2% | -32.3% |
| 6M | -24.1% | +2.6% | -26.7% | -27.4% |
| YTD | -56.8% | +11.2% | -68.0% | -63.4% |
| 1Y | -69.9% | +13.4% | -83.3% | -75.7% |
| All | -73.4% | +15.6% | -89.0% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling