-26.4%
STIM vs SPY
+13.0%
-39.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.3% | -20.7% | -22.3% |
| 7D | -40.1% | -0.9% | -39.2% | -38.9% |
| 30D | -23.9% | -2.4% | -21.6% | -19.4% |
| 3M | -49.2% | -1.2% | -48.1% | -47.8% |
| 6M | +7.6% | +3.3% | +4.3% | +0.7% |
| YTD | +17.4% | +12.3% | +5.1% | -11.5% |
| 1Y | -26.4% | +12.4% | -38.8% | -44.6% |
| All | -26.4% | +13.0% | -39.3% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling