-49.0%
STLU vs SPY
+12.7%
-61.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.4% | -9.3% | +5.6% |
| 7D | -16.3% | -4.7% | -11.6% | +3.8% |
| 30D | -50.2% | -5.9% | -44.3% | -33.7% |
| 3M | -29.7% | -4.5% | -25.1% | -11.4% |
| 6M | -40.0% | +1.8% | -41.8% | -37.3% |
| All | -49.0% | +12.7% | -61.7% | -59.0% |
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