-32.8%
STVN vs SPY
+76.5%
-109.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -2.4% | -0.4% | -2.0% | -2.1% |
| 30D | -1.7% | -1.4% | -0.3% | -0.6% |
| 3M | +12.2% | +3.7% | +8.5% | +8.7% |
| 6M | +30.4% | +13.0% | +17.4% | +18.0% |
| YTD | +1.0% | +12.4% | -11.4% | -8.0% |
| 1Y | -23.5% | +18.5% | -42.0% | -32.5% |
| All | -32.8% | +76.5% | -109.4% | -58.6% |
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