-91.3%
STIM vs SPY
+208.2%
-299.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.4% | -5.8% | -4.1% |
| 7D | +2.1% | -4.7% | +6.8% | +10.0% |
| 30D | +10.0% | -5.9% | +15.9% | +20.6% |
| 3M | +3.4% | -4.5% | +7.9% | +11.0% |
| 6M | +12.0% | +1.8% | +10.2% | +10.7% |
| YTD | +76.1% | +8.3% | +67.8% | +61.8% |
| 1Y | -11.3% | +9.3% | -20.7% | -19.1% |
| 3Y | +73.6% | +74.9% | -1.3% | -11.6% |
| 5Y | -54.8% | +67.3% | -122.1% | -75.4% |
| All | -91.3% | +208.2% | -299.5% | -97.0% |
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 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