-71.7%
STNE vs SPY
+81.8%
-153.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | 0.0% |
| 7D | +3.7% | +0.5% | +3.2% | +2.8% |
| 30D | -5.5% | -0.9% | -4.5% | -3.8% |
| 3M | -5.2% | +3.9% | -9.1% | -11.4% |
| 6M | -11.6% | +14.5% | -26.1% | -30.0% |
| YTD | -18.0% | +12.9% | -30.9% | -33.0% |
| 1Y | -29.7% | +19.4% | -49.1% | -47.6% |
| 3Y | +5.6% | +78.5% | -72.9% | -64.7% |
| 5Y | -71.7% | +81.8% | -153.4% | -89.5% |
| All | -71.7% | +81.8% | -153.5% | -89.5% |
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 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