-70.2%
STNE vs SPY
+219.2%
-289.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.1% |
| 7D | +3.1% | +3.3% | -0.2% | -2.5% |
| 30D | -34.6% | -2.7% | -31.9% | -32.0% |
| 3M | -22.8% | -1.7% | -21.1% | -20.8% |
| 6M | -25.6% | +3.1% | -28.7% | -30.0% |
| YTD | -36.8% | +11.9% | -48.7% | -48.0% |
| 1Y | -46.8% | +12.0% | -58.7% | -56.2% |
| 3Y | -12.8% | +78.2% | -91.0% | -69.8% |
| 5Y | -69.1% | +73.2% | -142.3% | -87.6% |
| All | -70.2% | +219.2% | -289.4% | -95.6% |
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