-38.9%
STLN vs SPY
+170.0%
-208.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | +17.9% | +0.1% | +17.8% | +18.0% |
| 3M | +25.1% | +2.0% | +23.1% | +22.8% |
| 6M | +108.1% | +13.0% | +95.1% | +85.6% |
| YTD | +66.6% | +13.5% | +53.0% | +48.5% |
| 1Y | +81.9% | +20.0% | +61.9% | +54.9% |
| 3Y | +415.7% | +77.2% | +338.5% | +226.5% |
| 5Y | -40.3% | +81.9% | -122.2% | -63.4% |
| All | -38.9% | +170.0% | -208.9% | -63.5% |
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