+348.3%
STE vs SPY
+307.0%
+41.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | +4.8% | +2.6% | +2.2% | +2.6% |
| 30D | +21.7% | -2.0% | +23.6% | +23.3% |
| 3M | +12.3% | -2.8% | +15.1% | +14.5% |
| 6M | +26.0% | +2.1% | +23.8% | +22.9% |
| YTD | +5.2% | +11.5% | -6.3% | -4.5% |
| 1Y | +2.4% | +13.5% | -11.1% | -8.4% |
| 3Y | +34.4% | +77.7% | -43.3% | -19.6% |
| 5Y | +19.5% | +72.6% | -53.1% | -26.9% |
| All | +348.3% | +307.0% | +41.3% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling