+228.1%
STEW vs SPY
+304.1%
-76.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +2.1% | -0.6% | +2.6% | +2.5% |
| 30D | +8.2% | -3.7% | +11.9% | +11.2% |
| 3M | +0.6% | -2.7% | +3.4% | +2.6% |
| 6M | +9.1% | +2.2% | +7.0% | +6.9% |
| YTD | +6.1% | +10.8% | -4.8% | -2.6% |
| 1Y | +9.9% | +11.2% | -1.3% | +0.6% |
| 3Y | +63.3% | +76.5% | -13.1% | +2.4% |
| 5Y | +70.7% | +72.9% | -2.3% | +7.7% |
| 10Y | +228.1% | +304.8% | -76.7% | -0.9% |
| All | +228.1% | +304.1% | -76.0% | -0.9% |
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