+257.1%
STN vs SPY
+314.4%
-57.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | +1.6% | +0.5% | +1.0% | +1.2% |
| 30D | -0.8% | -0.9% | +0.2% | -0.1% |
| 3M | -0.5% | +3.9% | -4.3% | -3.4% |
| 6M | -19.0% | +14.5% | -33.5% | -26.9% |
| YTD | -22.4% | +12.9% | -35.3% | -29.1% |
| 1Y | -31.9% | +19.4% | -51.3% | -40.2% |
| 3Y | +13.5% | +78.5% | -65.0% | -26.0% |
| 5Y | +52.9% | +81.8% | -28.9% | -2.4% |
| All | +257.1% | +314.4% | -57.4% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling