-100.0%
STKH vs SPY
+107.7%
-207.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.7% |
| 7D | -10.2% | +2.6% | -12.8% | -11.9% |
| 30D | -30.5% | -2.0% | -28.5% | -28.7% |
| 3M | -86.6% | -2.8% | -83.8% | -86.2% |
| 6M | -92.1% | +2.1% | -94.2% | -92.2% |
| YTD | -94.4% | +11.5% | -105.9% | -94.9% |
| 1Y | -95.5% | +13.5% | -108.9% | -95.9% |
| 3Y | -99.9% | +77.7% | -177.6% | -100.0% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +107.7% | -207.7% | -100.0% |
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