+41.0%
STK vs SPY
+11.8%
+29.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.4% |
| 7D | +6.0% | +3.3% | +2.7% | +0.1% |
| 30D | -7.4% | -2.7% | -4.7% | -2.4% |
| 3M | -3.6% | -1.7% | -1.9% | -0.2% |
| 6M | +1.1% | +3.1% | -2.0% | -3.4% |
| YTD | +42.4% | +11.9% | +30.5% | +18.3% |
| 1Y | +41.0% | +12.0% | +29.1% | +17.1% |
| All | +41.0% | +11.8% | +29.3% | +17.1% |
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