-60.7%
STIM vs SPY
+82.0%
-142.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.4% |
| 7D | -2.0% | +0.1% | -2.2% | -2.3% |
| 30D | +22.6% | +0.1% | +22.5% | +22.1% |
| 3M | +97.3% | +2.0% | +95.3% | +92.3% |
| 6M | +116.5% | +13.0% | +103.5% | +82.3% |
| YTD | +108.7% | +13.5% | +95.2% | +76.1% |
| 1Y | -13.0% | +20.0% | -33.0% | -31.6% |
| 3Y | +76.7% | +77.2% | -0.5% | -14.7% |
| All | -60.7% | +82.0% | -142.7% | -81.0% |
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