-92.3%
SSTK vs SPY
+307.0%
-399.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.7% | +9.8% |
| 7D | -1.7% | +2.6% | -4.3% | -4.6% |
| 30D | -27.7% | -2.0% | -25.7% | -25.0% |
| 3M | -50.2% | -2.8% | -47.4% | -47.8% |
| 6M | -81.5% | +2.1% | -83.6% | -81.5% |
| YTD | -84.0% | +11.5% | -95.5% | -85.4% |
| 1Y | -85.2% | +13.5% | -98.6% | -86.8% |
| 3Y | -91.6% | +77.7% | -169.3% | -95.1% |
| 5Y | -97.1% | +72.6% | -169.8% | -98.3% |
| All | -92.3% | +307.0% | -399.3% | -98.3% |
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