+41.9%
STWD vs SPY
+312.9%
-270.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.8% | -6.7% |
| 7D | -1.2% | -2.7% | +1.5% | +1.2% |
| 30D | -4.8% | -5.4% | +0.6% | 0.0% |
| 3M | -21.7% | -4.1% | -17.6% | -18.9% |
| 6M | -30.0% | +0.7% | -30.7% | -31.0% |
| YTD | -26.7% | +8.7% | -35.4% | -33.0% |
| 1Y | -25.9% | +10.9% | -36.7% | -33.6% |
| 3Y | -12.0% | +75.0% | -87.0% | -50.7% |
| 5Y | -23.8% | +67.8% | -91.6% | -55.5% |
| All | +41.9% | +312.9% | -270.9% | -57.6% |
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