+53.9%
STGW vs SPY
+17.1%
+36.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | -3.7% | -2.0% | -1.7% | -2.0% |
| 30D | -7.7% | -1.7% | -6.0% | -6.3% |
| 3M | +31.2% | +4.7% | +26.5% | +25.9% |
| 6M | +39.1% | +12.5% | +26.6% | +25.7% |
| YTD | +75.3% | +11.7% | +63.5% | +60.8% |
| All | +53.9% | +17.1% | +36.7% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling