-9.1%
STNE vs SPY
+78.0%
-87.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | -38.0% | -3.3% | -34.6% | -35.7% |
| 3M | -27.1% | -2.4% | -24.7% | -25.0% |
| 6M | -28.2% | +2.6% | -30.8% | -30.5% |
| YTD | -36.7% | +11.2% | -48.0% | -44.0% |
| 1Y | -44.4% | +13.4% | -57.8% | -51.7% |
| 3Y | -9.1% | +79.9% | -89.0% | -56.7% |
| All | -9.1% | +78.0% | -87.1% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling