+99.8%
STEP vs SPY
+133.6%
-33.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.4% | -3.3% | -1.5% |
| 7D | -3.7% | -4.7% | +1.0% | +3.3% |
| 30D | -5.2% | -5.9% | +0.7% | +3.5% |
| 3M | -13.5% | -4.5% | -9.0% | -7.5% |
| 6M | -20.2% | +1.8% | -22.0% | -21.7% |
| YTD | -31.2% | +8.3% | -39.5% | -37.6% |
| 1Y | -29.2% | +9.3% | -38.5% | -36.6% |
| 3Y | +61.0% | +74.9% | -13.9% | -19.5% |
| 5Y | +4.1% | +67.3% | -63.2% | -45.3% |
| All | +99.8% | +133.6% | -33.8% | -18.7% |
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