+144.5%
STGW vs SPY
+78.1%
+66.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.5% |
| 7D | -3.2% | +2.6% | -5.8% | -6.0% |
| 30D | +28.4% | -2.0% | +30.3% | +30.7% |
| 3M | +21.1% | -2.8% | +23.8% | +24.5% |
| 6M | +88.8% | +2.1% | +86.6% | +82.8% |
| YTD | +130.5% | +11.5% | +119.0% | +101.0% |
| 1Y | +132.9% | +13.5% | +119.4% | +98.7% |
| 3Y | +144.5% | +77.7% | +66.8% | -2.1% |
| All | +144.5% | +78.1% | +66.4% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling