-92.3%
SSTK vs SPY
+79.4%
-171.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -7.9% |
| 7D | -39.0% | -0.9% | -38.1% | -36.9% |
| 30D | -36.1% | -2.4% | -33.7% | -32.5% |
| 3M | -50.8% | -1.2% | -49.7% | -48.9% |
| 6M | -83.5% | +3.3% | -86.8% | -83.8% |
| YTD | -85.4% | +12.3% | -97.7% | -87.2% |
| 1Y | -87.3% | +12.4% | -99.7% | -88.8% |
| All | -92.3% | +79.4% | -171.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling