-23.3%
STVN vs SPY
+81.0%
-104.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 3M | +12.2% | +3.7% | +8.5% | +8.1% |
| 6M | +30.4% | +13.0% | +17.4% | +16.2% |
| YTD | +1.0% | +12.4% | -11.4% | -9.3% |
| 1Y | -23.5% | +18.5% | -42.0% | -34.3% |
| 3Y | -32.4% | +77.6% | -110.1% | -61.6% |
| 5Y | -23.3% | +81.7% | -105.0% | -57.6% |
| All | -23.3% | +81.0% | -104.3% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling