+42.2%
STGW vs SPY
+2,472.8%
-2,430.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +1.3% | +0.5% | +0.7% | +0.9% |
| 30D | -5.5% | -0.9% | -4.5% | -4.7% |
| 3M | +34.6% | +3.9% | +30.7% | +30.5% |
| 6M | +65.5% | +14.5% | +50.9% | +48.6% |
| YTD | +77.3% | +12.9% | +64.4% | +61.5% |
| 1Y | +56.8% | +19.4% | +37.4% | +36.6% |
| 3Y | +63.3% | +78.5% | -15.2% | +6.2% |
| 5Y | +0.1% | +81.8% | -81.6% | -34.6% |
| 10Y | -30.5% | +311.5% | -342.0% | -72.0% |
| All | +42.2% | +2,472.8% | -2,430.6% | -71.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling