-36.1%
STLN vs SPY
+165.7%
-201.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | +3.9% | -2.0% | +5.8% | +5.8% |
| 30D | +0.1% | -1.7% | +1.7% | +1.6% |
| 3M | +32.5% | +4.7% | +27.7% | +26.9% |
| 6M | +137.5% | +12.5% | +125.0% | +112.8% |
| YTD | +74.2% | +11.7% | +62.4% | +57.6% |
| 1Y | +98.1% | +17.5% | +80.6% | +72.0% |
| 3Y | +388.2% | +76.6% | +311.6% | +210.8% |
| 5Y | -37.6% | +82.0% | -119.7% | -61.2% |
| All | -36.1% | +165.7% | -201.8% | -61.2% |
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