+211.7%
STEW vs SPY
+311.3%
-99.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -1.2% | +0.5% | -1.8% | -1.7% |
| 30D | -2.9% | -0.9% | -1.9% | -2.2% |
| 3M | +4.4% | +3.9% | +0.6% | +1.3% |
| 6M | +6.0% | +14.5% | -8.5% | -4.8% |
| YTD | +1.6% | +12.9% | -11.3% | -7.9% |
| 1Y | +3.6% | +19.4% | -15.8% | -10.2% |
| 3Y | +52.1% | +78.5% | -26.4% | -5.3% |
| 5Y | +61.4% | +81.8% | -20.4% | -2.1% |
| 10Y | +211.7% | +311.5% | -99.8% | -6.0% |
| All | +211.7% | +311.3% | -99.6% | -6.0% |
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