+1,068.7%
STN vs SPY
+817.3%
+251.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | -2.1% | +2.0% | -4.1% | -4.0% |
| 6M | -20.4% | +13.0% | -33.4% | -28.5% |
| YTD | -21.7% | +13.5% | -35.3% | -29.9% |
| 1Y | -32.4% | +20.0% | -52.4% | -42.2% |
| 3Y | +12.2% | +77.2% | -65.0% | -31.7% |
| 5Y | +52.6% | +81.9% | -29.3% | -10.0% |
| 10Y | +241.7% | +314.1% | -72.4% | -6.7% |
| All | +1,068.7% | +817.3% | +251.4% | +55.4% |
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