+1,075.8%
STEW vs SPY
+3,091.8%
-2,016.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | +7.7% | +2.0% | +5.7% | +6.3% |
| 6M | +6.4% | +13.0% | -6.6% | -1.1% |
| YTD | +2.9% | +13.5% | -10.7% | -4.7% |
| 1Y | +3.7% | +20.0% | -16.3% | -7.0% |
| 3Y | +52.4% | +77.2% | -24.8% | +8.6% |
| 5Y | +61.5% | +81.9% | -20.4% | +12.9% |
| 10Y | +216.4% | +314.1% | -97.7% | +42.1% |
| All | +1,075.8% | +3,091.8% | -2,016.0% | +185.0% |
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 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