-72.2%
STUB vs SPY
+17.3%
-89.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -6.6% |
| 7D | -0.8% | +0.5% | -1.4% | -1.5% |
| 30D | -31.7% | -0.9% | -30.8% | -30.6% |
| 3M | -39.0% | +3.9% | -42.8% | -42.4% |
| 6M | -26.8% | +14.5% | -41.3% | -41.7% |
| YTD | -54.8% | +12.9% | -67.8% | -62.5% |
| All | -72.2% | +17.3% | -89.6% | -78.1% |
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