+585.1%
STAG vs SPY
+650.8%
-65.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +1.0% | +2.6% | -1.6% | -1.3% |
| 30D | +3.0% | -2.0% | +5.0% | +4.7% |
| 3M | +1.1% | -2.8% | +3.9% | +3.5% |
| 6M | -1.7% | +2.1% | -3.8% | -4.2% |
| YTD | +3.8% | +11.5% | -7.7% | -7.0% |
| 1Y | -0.7% | +13.5% | -14.1% | -12.5% |
| 3Y | +22.1% | +77.7% | -55.6% | -30.7% |
| 5Y | +6.1% | +72.6% | -66.5% | -38.3% |
| 10Y | +166.0% | +308.2% | -142.1% | -31.1% |
| All | +585.1% | +650.8% | -65.7% | -2.3% |
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