-88.9%
SSTK vs SPY
+318.9%
-407.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.4% |
| 7D | -12.5% | -2.0% | -10.5% | -10.6% |
| 30D | -6.7% | -1.7% | -5.0% | -4.9% |
| 3M | -63.1% | +4.7% | -67.9% | -64.7% |
| 6M | -67.8% | +12.5% | -80.3% | -71.5% |
| YTD | -72.3% | +11.7% | -84.0% | -75.3% |
| 1Y | -73.3% | +17.5% | -90.8% | -77.3% |
| 3Y | -85.2% | +76.6% | -161.7% | -91.5% |
| 5Y | -94.5% | +82.0% | -176.5% | -96.9% |
| All | -88.9% | +318.9% | -407.8% | -97.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling