+245.3%
STN vs SPY
+312.5%
-67.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | -2.9% | -0.4% | -2.6% | -2.7% |
| 30D | -3.7% | -1.4% | -2.3% | -2.7% |
| 3M | -4.3% | +3.7% | -8.0% | -7.0% |
| 6M | -22.4% | +13.0% | -35.4% | -29.3% |
| YTD | -24.9% | +12.4% | -37.3% | -31.2% |
| 1Y | -34.2% | +18.5% | -52.7% | -41.9% |
| 3Y | +9.7% | +77.6% | -67.9% | -28.2% |
| 5Y | +48.0% | +81.7% | -33.6% | -5.5% |
| 10Y | +245.3% | +319.7% | -74.4% | +2.2% |
| All | +245.3% | +312.5% | -67.2% | +2.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling