-44.4%
STKE vs SPY
+114.0%
-158.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.1% |
| 7D | -8.4% | +2.6% | -11.0% | -11.5% |
| 30D | -19.3% | -2.0% | -17.3% | -16.8% |
| 3M | +2.8% | -2.8% | +5.6% | +8.0% |
| 6M | -47.1% | +2.1% | -49.2% | -47.6% |
| YTD | -28.8% | +11.5% | -40.2% | -35.5% |
| 1Y | -57.4% | +13.5% | -70.9% | -62.1% |
| 3Y | +70.3% | +77.7% | -7.4% | +31.0% |
| 5Y | -28.7% | +72.6% | -101.3% | -32.7% |
| All | -44.4% | +114.0% | -158.4% | -65.5% |
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