-94.9%
STIM vs SPY
+218.3%
-313.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -0.4% | -11.4% | -11.2% |
| 7D | -41.2% | +3.3% | -44.4% | -44.0% |
| 30D | -28.1% | -2.7% | -25.5% | -25.1% |
| 3M | -55.5% | -1.7% | -53.7% | -54.2% |
| 6M | +12.6% | +3.1% | +9.5% | +9.2% |
| YTD | +3.6% | +11.9% | -8.3% | -9.3% |
| 1Y | -33.8% | +12.0% | -45.8% | -41.8% |
| 3Y | +12.6% | +78.2% | -65.6% | -44.5% |
| 5Y | -72.1% | +73.2% | -145.4% | -85.6% |
| All | -94.9% | +218.3% | -313.2% | -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