+87.4%
STCE vs SPY
+93.2%
-5.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -2.7% |
| 7D | +8.4% | +3.3% | +5.1% | +1.3% |
| 30D | -21.9% | -2.7% | -19.2% | -16.4% |
| 3M | -26.0% | -1.7% | -24.2% | -22.1% |
| 6M | -37.5% | +3.1% | -40.6% | -39.9% |
| YTD | -23.9% | +11.9% | -35.8% | -36.8% |
| 1Y | -40.8% | +12.0% | -52.7% | -50.5% |
| 3Y | +118.8% | +78.2% | +40.6% | -15.7% |
| All | +87.4% | +93.2% | -5.8% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling