-70.4%
STNE vs SPY
+216.1%
-286.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.1% |
| 7D | +3.8% | -0.6% | +4.4% | +4.6% |
| 30D | -38.4% | -3.7% | -34.8% | -34.8% |
| 3M | -26.0% | -2.7% | -23.3% | -22.7% |
| 6M | -28.8% | +2.2% | -31.0% | -32.0% |
| YTD | -37.2% | +10.8% | -48.1% | -47.5% |
| 1Y | -45.8% | +11.2% | -57.1% | -54.9% |
| 3Y | -13.4% | +76.5% | -89.9% | -69.5% |
| 5Y | -67.5% | +72.9% | -140.5% | -87.0% |
| All | -70.4% | +216.1% | -286.5% | -95.5% |
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 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