+1,116.2%
STN vs SPY
+798.7%
+317.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +0.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +14.1% | -3.3% | +17.5% | +17.3% |
| 3M | +4.1% | -2.4% | +6.5% | +6.1% |
| 6M | -12.2% | +2.6% | -14.8% | -14.6% |
| YTD | -18.5% | +11.2% | -29.8% | -25.9% |
| 1Y | -28.9% | +13.4% | -42.3% | -36.3% |
| 3Y | +23.5% | +79.9% | -56.4% | -25.9% |
| 5Y | +43.9% | +72.2% | -28.2% | -11.1% |
| 10Y | +253.7% | +307.3% | -53.6% | -2.4% |
| All | +1,116.2% | +798.7% | +317.6% | +64.4% |
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 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