-36.7%
STKE vs SPY
+117.9%
-154.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +19.2% | +0.1% | +19.2% | +19.5% |
| 3M | -7.5% | +2.0% | -9.5% | -9.2% |
| 6M | -17.3% | +13.0% | -30.3% | -28.1% |
| YTD | -19.0% | +13.5% | -32.5% | -29.1% |
| 1Y | -80.0% | +20.0% | -100.0% | -83.3% |
| 3Y | +150.0% | +77.2% | +72.8% | +84.8% |
| 5Y | +1.3% | +81.9% | -80.6% | -13.4% |
| All | -36.7% | +117.9% | -154.7% | -62.1% |
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