-61.0%
STNE vs SPY
+223.9%
-284.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.4% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | -9.5% | +0.1% | -9.5% | -9.5% |
| 3M | -6.0% | +2.0% | -8.0% | -9.5% |
| 6M | -14.4% | +13.0% | -27.4% | -30.9% |
| YTD | -17.3% | +13.5% | -30.8% | -33.2% |
| 1Y | -25.9% | +20.0% | -45.8% | -45.5% |
| 3Y | -2.4% | +77.2% | -79.6% | -65.6% |
| 5Y | -72.6% | +81.9% | -154.5% | -89.8% |
| All | -61.0% | +223.9% | -284.8% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling