+42.6%
STWD vs SPY
+304.1%
-261.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.0% |
| 7D | -5.1% | -0.6% | -4.5% | -4.8% |
| 30D | -6.5% | -3.7% | -2.8% | -3.4% |
| 3M | -26.1% | -2.7% | -23.4% | -24.4% |
| 6M | -28.7% | +2.2% | -30.9% | -30.6% |
| YTD | -27.7% | +10.8% | -38.5% | -35.1% |
| 1Y | -25.3% | +11.2% | -36.5% | -33.3% |
| 3Y | -15.5% | +76.5% | -91.9% | -53.0% |
| 5Y | -25.0% | +72.9% | -97.9% | -57.5% |
| 10Y | +42.6% | +304.8% | -262.2% | -58.0% |
| All | +42.6% | +304.1% | -261.5% | -58.0% |
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