-94.5%
SSTK vs SPY
+81.8%
-176.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -9.2% |
| 7D | -10.1% | +0.5% | -10.6% | -10.7% |
| 30D | -13.3% | -0.9% | -12.3% | -12.0% |
| 3M | -60.9% | +3.9% | -64.8% | -62.7% |
| 6M | -69.7% | +14.5% | -84.2% | -74.7% |
| YTD | -71.6% | +12.9% | -84.5% | -75.8% |
| 1Y | -73.0% | +19.4% | -92.3% | -78.6% |
| 3Y | -84.8% | +78.5% | -163.3% | -92.9% |
| 5Y | -94.5% | +81.8% | -176.3% | -97.5% |
| All | -94.5% | +81.8% | -176.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling