+262.0%
STWD vs SPY
+899.0%
-637.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +3.3% |
| 7D | +3.9% | -4.7% | +8.6% | +8.2% |
| 30D | -0.4% | -5.9% | +5.5% | +4.9% |
| 3M | -17.8% | -4.5% | -13.3% | -14.6% |
| 6M | -24.9% | +1.8% | -26.7% | -26.6% |
| YTD | -21.7% | +8.3% | -30.0% | -27.7% |
| 1Y | -21.6% | +9.3% | -31.0% | -28.4% |
| 3Y | -8.3% | +74.9% | -83.2% | -45.9% |
| 5Y | -18.6% | +67.3% | -85.8% | -49.9% |
| 10Y | +52.8% | +311.6% | -258.8% | -54.9% |
| All | +262.0% | +899.0% | -637.0% | -45.1% |
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