-65.4%
SSTK vs SPY
+577.0%
-642.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -8.0% | +0.1% | -8.1% | -8.0% |
| 3M | -56.5% | +2.0% | -58.5% | -57.3% |
| 6M | -65.6% | +13.0% | -78.6% | -69.9% |
| YTD | -68.5% | +13.5% | -82.0% | -72.5% |
| 1Y | -70.3% | +20.0% | -90.2% | -75.5% |
| 3Y | -84.1% | +77.2% | -161.3% | -91.2% |
| 5Y | -94.0% | +81.9% | -175.8% | -96.7% |
| 10Y | -87.3% | +314.1% | -401.3% | -97.2% |
| All | -65.4% | +577.0% | -642.4% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling