-62.1%
STNE vs SPY
+220.6%
-282.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.2% |
| 7D | -5.3% | -0.4% | -4.9% | -4.7% |
| 30D | -5.3% | -1.4% | -3.9% | -2.9% |
| 3M | -7.9% | +3.7% | -11.6% | -13.8% |
| 6M | -14.3% | +13.0% | -27.3% | -30.8% |
| YTD | -19.6% | +12.4% | -32.0% | -34.0% |
| 1Y | -33.4% | +18.5% | -51.9% | -50.0% |
| 3Y | +3.5% | +77.6% | -74.2% | -63.7% |
| 5Y | -72.9% | +81.7% | -154.6% | -90.0% |
| All | -62.1% | +220.6% | -282.7% | -94.4% |
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