+6,725.1%
STE vs SPY
+3,091.8%
+3,633.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -3.2% | +0.1% | -3.2% | -3.3% |
| 3M | +6.5% | +2.0% | +4.5% | +4.4% |
| 6M | -7.0% | +13.0% | -20.1% | -16.3% |
| YTD | -10.6% | +13.5% | -24.2% | -19.8% |
| 1Y | -6.9% | +20.0% | -26.9% | -20.3% |
| 3Y | +0.3% | +77.2% | -76.9% | -38.8% |
| 5Y | +8.0% | +81.9% | -73.9% | -35.6% |
| 10Y | +250.6% | +314.1% | -63.4% | +5.3% |
| All | +6,725.1% | +3,091.8% | +3,633.3% | +156.7% |
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 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