-92.3%
STIM vs SPY
+209.2%
-301.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | +0.3% | -11.8% | -12.0% |
| 7D | -4.4% | -2.7% | -1.7% | -0.1% |
| 30D | -0.9% | -5.4% | +4.5% | +7.8% |
| 3M | -4.4% | -4.1% | -0.4% | +1.8% |
| 6M | +12.6% | +0.7% | +11.9% | +13.1% |
| YTD | +55.8% | +8.7% | +47.1% | +42.5% |
| 1Y | -14.7% | +10.9% | -25.6% | -23.7% |
| 3Y | +66.0% | +75.0% | -9.0% | -15.6% |
| 5Y | -60.0% | +67.8% | -127.8% | -78.3% |
| All | -92.3% | +209.2% | -301.4% | -97.4% |
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