+5.8%
STVN vs SPY
+89.0%
-83.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +2.0% | +0.1% | +2.0% | +2.0% |
| 3M | +11.2% | +2.0% | +9.2% | +8.8% |
| 6M | +17.6% | +13.0% | +4.6% | +4.9% |
| YTD | +2.3% | +13.5% | -11.2% | -8.9% |
| 1Y | -10.7% | +20.0% | -30.6% | -24.1% |
| 3Y | -37.8% | +77.2% | -115.0% | -64.4% |
| 5Y | -24.1% | +81.9% | -106.0% | -57.8% |
| All | +5.8% | +89.0% | -83.2% | -43.1% |
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