+123.2%
STGW vs SPY
+307.0%
-183.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.5% |
| 7D | -3.2% | +2.6% | -5.8% | -6.3% |
| 30D | +28.4% | -2.0% | +30.3% | +30.8% |
| 3M | +21.1% | -2.8% | +23.8% | +24.7% |
| 6M | +88.8% | +2.1% | +86.6% | +82.4% |
| YTD | +130.5% | +11.5% | +119.0% | +99.7% |
| 1Y | +132.9% | +13.5% | +119.4% | +97.3% |
| 3Y | +144.5% | +77.7% | +66.8% | +18.2% |
| 5Y | +15.0% | +72.6% | -57.6% | -41.5% |
| All | +123.2% | +307.0% | -183.8% | -66.0% |
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 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