-100.0%
STKH vs SPY
+81.0%
-181.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.3% |
| 7D | -8.9% | -0.4% | -8.6% | -8.7% |
| 30D | -45.6% | -1.4% | -44.2% | -45.1% |
| 3M | -28.4% | +3.7% | -32.1% | -30.4% |
| 6M | -35.0% | +13.0% | -48.0% | -41.1% |
| YTD | -66.2% | +12.4% | -78.6% | -69.2% |
| 1Y | -81.7% | +18.5% | -100.2% | -83.9% |
| 3Y | -99.8% | +77.6% | -177.4% | -99.9% |
| 5Y | -100.0% | +81.7% | -181.6% | -100.0% |
| All | -100.0% | +81.0% | -181.0% | -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 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