+243.5%
STE vs SPY
+314.4%
-71.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | -4.6% | +0.5% | -5.1% | -5.0% |
| 30D | -7.7% | -0.9% | -6.8% | -7.0% |
| 3M | +4.3% | +3.9% | +0.4% | +0.8% |
| 6M | -4.7% | +14.5% | -19.2% | -15.1% |
| YTD | -13.1% | +12.9% | -26.0% | -21.6% |
| 1Y | -11.3% | +19.4% | -30.6% | -23.7% |
| 3Y | +0.9% | +78.5% | -77.6% | -39.7% |
| 5Y | +5.5% | +81.8% | -76.2% | -38.2% |
| All | +243.5% | +314.4% | -71.0% | -12.4% |
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