+78.0%
STWD vs SPY
+311.3%
-233.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +2.3% | +0.5% | +1.7% | +1.7% |
| 30D | -3.5% | -0.9% | -2.5% | -2.6% |
| 3M | -3.0% | +3.9% | -6.8% | -6.6% |
| 6M | -6.4% | +14.5% | -20.9% | -18.1% |
| YTD | -6.7% | +12.9% | -19.6% | -17.4% |
| 1Y | -13.8% | +19.4% | -33.2% | -28.0% |
| 3Y | +4.4% | +78.5% | -74.1% | -42.2% |
| 5Y | +2.6% | +81.8% | -79.2% | -44.4% |
| 10Y | +78.0% | +311.5% | -233.6% | -48.6% |
| All | +78.0% | +311.3% | -233.3% | -48.6% |
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