-6.3%
STE vs SPY
+21.3%
-27.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -2.0% |
| 7D | -2.6% | +0.3% | -2.9% | -2.8% |
| 30D | -2.6% | +0.2% | -2.8% | -2.7% |
| 3M | +8.2% | +2.8% | +5.5% | +7.0% |
| 6M | -6.5% | +14.3% | -20.8% | -13.7% |
| YTD | -10.0% | +14.0% | -24.0% | -16.5% |
| All | -6.3% | +21.3% | -27.6% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling