+69.2%
STEW vs SPY
+71.5%
-2.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +7.9% | -3.3% | +11.2% | +10.3% |
| 3M | +1.1% | -2.4% | +3.5% | +2.7% |
| 6M | +8.8% | +2.6% | +6.3% | +6.6% |
| YTD | +5.8% | +11.2% | -5.5% | -2.2% |
| 1Y | +10.4% | +13.4% | -3.0% | +0.6% |
| 3Y | +65.2% | +79.9% | -14.7% | +6.8% |
| 5Y | +69.2% | +72.2% | -3.0% | +9.4% |
| All | +69.2% | +71.5% | -2.3% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling