+121.7%
STEP vs SPY
+141.3%
-19.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.5% |
| 7D | +10.9% | +3.3% | +7.6% | +6.0% |
| 30D | +12.4% | -2.7% | +15.1% | +17.0% |
| 3M | -0.6% | -1.7% | +1.1% | +2.2% |
| 6M | -13.3% | +3.1% | -16.4% | -16.4% |
| YTD | -23.6% | +11.9% | -35.5% | -33.9% |
| 1Y | -21.6% | +12.0% | -33.6% | -32.2% |
| 3Y | +96.8% | +78.2% | +18.6% | -4.3% |
| 5Y | +2.3% | +73.2% | -71.0% | -48.7% |
| All | +121.7% | +141.3% | -19.7% | -13.9% |
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