-15.9%
STWD vs SPY
+79.4%
-95.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.7% |
| 7D | -9.0% | -0.9% | -8.0% | -8.5% |
| 30D | -5.8% | -2.4% | -3.5% | -4.5% |
| 3M | -26.8% | -1.2% | -25.6% | -26.4% |
| 6M | -27.1% | +3.3% | -30.4% | -29.1% |
| YTD | -28.3% | +12.3% | -40.6% | -34.4% |
| 1Y | -26.7% | +12.4% | -39.1% | -33.0% |
| All | -15.9% | +79.4% | -95.2% | -60.5% |
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