-77.0%
STUB vs SPY
+16.3%
-93.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.1% | -9.0% |
| 7D | -19.6% | +3.3% | -22.9% | -23.3% |
| 30D | -13.8% | -2.7% | -11.1% | -10.3% |
| 3M | -40.9% | -1.7% | -39.1% | -39.3% |
| 6M | -31.0% | +3.1% | -34.1% | -34.5% |
| YTD | -62.7% | +11.9% | -74.6% | -68.6% |
| 1Y | -73.5% | +12.0% | -85.5% | -78.3% |
| All | -77.0% | +16.3% | -93.3% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling