-44.7%
STVN vs SPY
+78.1%
-122.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.3% |
| 7D | +16.4% | +2.6% | +13.8% | +14.4% |
| 30D | -18.2% | -2.0% | -16.2% | -17.2% |
| 3M | -26.6% | -2.8% | -23.8% | -25.4% |
| 6M | -11.2% | +2.1% | -13.4% | -13.3% |
| YTD | -21.2% | +11.5% | -32.7% | -27.8% |
| 1Y | -30.0% | +13.5% | -43.5% | -36.5% |
| 3Y | -44.7% | +77.7% | -122.4% | -68.4% |
| All | -44.7% | +78.1% | -122.8% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling