+43.8%
STGW vs SPY
+2,487.0%
-2,443.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -0.9% | +0.1% | -1.0% | -0.9% |
| 3M | +31.1% | +2.0% | +29.1% | +29.0% |
| 6M | +69.3% | +13.0% | +56.3% | +53.6% |
| YTD | +79.3% | +13.5% | +65.8% | +62.6% |
| 1Y | +58.9% | +20.0% | +38.9% | +37.9% |
| 3Y | +59.2% | +77.2% | -18.0% | +4.0% |
| 5Y | +8.0% | +81.9% | -73.9% | -29.5% |
| 10Y | -29.8% | +314.1% | -343.8% | -71.9% |
| All | +43.8% | +2,487.0% | -2,443.1% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling