-26.0%
STKE vs SPY
+74.0%
-100.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.0% |
| 7D | -2.6% | +3.3% | -5.9% | -6.6% |
| 30D | -22.6% | -2.7% | -19.9% | -19.5% |
| 3M | +5.6% | -1.7% | +7.4% | +9.2% |
| 6M | -46.2% | +3.1% | -49.3% | -47.3% |
| YTD | -26.1% | +11.9% | -38.0% | -33.1% |
| 1Y | -62.5% | +12.0% | -74.4% | -65.8% |
| 3Y | +107.7% | +78.2% | +29.5% | +73.1% |
| 5Y | -26.0% | +73.2% | -99.3% | -25.4% |
| All | -26.0% | +74.0% | -100.1% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling