+3.9%
STGW vs SPY
+79.8%
-75.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.3% |
| 7D | -3.7% | -2.0% | -1.7% | -1.3% |
| 30D | -7.7% | -1.7% | -6.0% | -5.7% |
| 3M | +31.2% | +4.7% | +26.5% | +23.7% |
| 6M | +39.1% | +12.5% | +26.6% | +19.9% |
| YTD | +75.3% | +11.7% | +63.5% | +52.9% |
| 1Y | +59.0% | +17.5% | +41.5% | +30.0% |
| 3Y | +61.4% | +76.6% | -15.2% | -20.0% |
| 5Y | +3.9% | +82.0% | -78.2% | -49.0% |
| All | +3.9% | +79.8% | -75.9% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling