-36.7%
STLN vs SPY
+81.0%
-117.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +3.3% | -0.4% | +3.6% | +3.6% |
| 30D | +2.1% | -1.4% | +3.5% | +3.7% |
| 3M | +26.8% | +3.7% | +23.1% | +21.8% |
| 6M | +130.4% | +13.0% | +117.4% | +100.9% |
| YTD | +76.7% | +12.4% | +64.3% | +55.6% |
| 1Y | +94.7% | +18.5% | +76.2% | +62.5% |
| 3Y | +395.3% | +77.6% | +317.6% | +179.2% |
| 5Y | -36.7% | +81.7% | -118.4% | -63.3% |
| All | -36.7% | +81.0% | -117.7% | -63.3% |
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