+38.9%
STN vs SPY
+67.4%
-28.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.2% |
| 7D | +2.8% | -2.7% | +5.5% | +4.9% |
| 30D | +11.5% | -5.4% | +16.9% | +16.1% |
| 3M | +1.9% | -4.1% | +6.0% | +5.1% |
| 6M | -18.9% | +0.7% | -19.6% | -19.8% |
| YTD | -20.7% | +8.7% | -29.3% | -26.0% |
| 1Y | -31.0% | +10.9% | -41.9% | -36.6% |
| 3Y | +20.6% | +75.0% | -54.4% | -22.8% |
| All | +38.9% | +67.4% | -28.5% | -9.4% |
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