+132.7%
STKE vs SPY
+76.5%
+56.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.3% | -3.4% |
| 7D | +3.4% | -0.4% | +3.8% | +4.8% |
| 30D | +17.5% | -1.4% | +18.9% | +22.9% |
| 3M | 0.0% | +3.7% | -3.7% | -10.1% |
| 6M | -17.7% | +13.0% | -30.7% | -42.5% |
| YTD | -20.9% | +12.4% | -33.3% | -42.2% |
| 1Y | -84.1% | +18.5% | -102.6% | -89.9% |
| All | +132.7% | +76.5% | +56.1% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling