-88.9%
SSTK vs SPY
+321.4%
-410.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.6% |
| 7D | -12.0% | -0.4% | -11.6% | -11.6% |
| 30D | -14.1% | -1.4% | -12.7% | -12.7% |
| 3M | -61.1% | +3.7% | -64.8% | -62.4% |
| 6M | -69.0% | +13.0% | -82.0% | -72.7% |
| YTD | -72.2% | +12.4% | -84.6% | -75.4% |
| 1Y | -73.4% | +18.5% | -91.9% | -77.6% |
| 3Y | -85.1% | +77.6% | -162.8% | -91.6% |
| 5Y | -94.6% | +81.7% | -176.2% | -96.9% |
| All | -88.9% | +321.4% | -410.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling