+1,108.4%
STN vs SPY
+795.4%
+313.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.3% |
| 7D | -2.1% | -0.6% | -1.6% | -1.7% |
| 30D | +13.4% | -3.7% | +17.1% | +16.9% |
| 3M | +3.9% | -2.7% | +6.6% | +6.2% |
| 6M | -12.8% | +2.2% | -15.0% | -14.9% |
| YTD | -19.1% | +10.8% | -29.9% | -26.1% |
| 1Y | -28.6% | +11.2% | -39.8% | -34.9% |
| 3Y | +12.6% | +76.5% | -63.9% | -31.4% |
| 5Y | +41.2% | +72.9% | -31.8% | -13.2% |
| 10Y | +237.5% | +304.8% | -67.3% | -6.3% |
| All | +1,108.4% | +795.4% | +313.1% | +63.8% |
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