+657.5%
STK vs SPY
+311.3%
+346.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.2% |
| 7D | +1.9% | +0.5% | +1.4% | +1.3% |
| 30D | +1.7% | -0.9% | +2.7% | +2.8% |
| 3M | +3.3% | +3.9% | -0.6% | -0.8% |
| 6M | +39.0% | +14.5% | +24.5% | +20.0% |
| YTD | +48.0% | +12.9% | +35.1% | +30.0% |
| 1Y | +73.4% | +19.4% | +54.1% | +43.3% |
| 3Y | +138.4% | +78.5% | +59.9% | +24.7% |
| 5Y | +159.1% | +81.8% | +77.4% | +34.2% |
| 10Y | +657.5% | +311.5% | +346.0% | +47.0% |
| All | +657.5% | +311.3% | +346.2% | +47.0% |
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 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