+1,284.7%
STK vs SPY
+837.7%
+447.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +1.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.4% |
| 30D | -9.2% | -3.3% | -5.8% | -5.7% |
| 3M | -3.0% | -2.4% | -0.6% | -0.2% |
| 6M | +0.4% | +2.6% | -2.1% | -1.2% |
| YTD | +41.1% | +11.2% | +29.9% | +28.3% |
| 1Y | +40.5% | +13.4% | +27.1% | +25.5% |
| 3Y | +134.6% | +79.9% | +54.7% | +32.3% |
| 5Y | +119.1% | +72.2% | +46.9% | +30.7% |
| 10Y | +612.5% | +307.3% | +305.2% | +102.6% |
| All | +1,284.7% | +837.7% | +447.0% | +128.0% |
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