-40.0%
STLU vs SPY
+2.1%
-42.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.4% | -9.2% | +7.4% |
| 7D | -16.3% | -4.7% | -11.5% | +5.7% |
| 30D | -50.2% | -5.9% | -44.3% | -31.8% |
| 3M | -29.7% | -4.5% | -25.1% | -9.8% |
| 6M | -40.0% | +1.8% | -41.8% | -47.5% |
| All | -40.0% | +2.1% | -42.1% | -47.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling