+336.8%
STWD vs SPY
+947.1%
-610.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | -3.2% | +2.0% | -5.2% | -5.1% |
| 6M | -6.0% | +13.0% | -19.0% | -16.0% |
| YTD | -5.5% | +13.5% | -19.0% | -16.1% |
| 1Y | -12.5% | +20.0% | -32.5% | -26.3% |
| 3Y | +5.0% | +77.2% | -72.2% | -38.5% |
| 5Y | +1.6% | +81.9% | -80.3% | -41.9% |
| 10Y | +79.3% | +314.1% | -234.8% | -47.5% |
| All | +336.8% | +947.1% | -610.3% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling