-29.7%
STGW vs SPY
+322.5%
-352.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.7% |
| 7D | -1.9% | -0.8% | -1.2% | -1.0% |
| 30D | -8.0% | -1.1% | -7.0% | -6.7% |
| 3M | +31.1% | +3.9% | +27.2% | +24.7% |
| 6M | +38.0% | +13.6% | +24.4% | +17.0% |
| YTD | +75.9% | +12.7% | +63.2% | +51.2% |
| 1Y | +54.4% | +17.5% | +36.9% | +25.5% |
| 3Y | +58.7% | +76.9% | -18.2% | -22.7% |
| 5Y | +4.2% | +83.6% | -79.3% | -50.9% |
| All | -29.7% | +322.5% | -352.1% | -89.5% |
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