-39.3%
STKE vs SPY
+114.4%
-153.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.9% |
| 7D | -7.8% | -2.0% | -5.8% | -5.3% |
| 30D | +11.2% | -1.7% | +12.9% | +13.9% |
| 3M | +1.7% | +4.7% | -3.0% | -3.6% |
| 6M | -21.2% | +12.5% | -33.7% | -31.1% |
| YTD | -22.2% | +11.7% | -33.9% | -30.5% |
| 1Y | -84.6% | +17.5% | -102.1% | -86.8% |
| 3Y | +128.8% | +76.6% | +52.3% | +72.8% |
| 5Y | +6.3% | +82.0% | -75.8% | -10.4% |
| All | -39.3% | +114.4% | -153.7% | -62.8% |
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