-69.7%
STNE vs SPY
+220.3%
-290.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +0.1% |
| 7D | +2.1% | -0.9% | +3.0% | +3.4% |
| 30D | -36.1% | -2.4% | -33.7% | -33.9% |
| 3M | -21.2% | -1.2% | -20.0% | -19.9% |
| 6M | -24.7% | +3.3% | -28.0% | -29.4% |
| YTD | -35.8% | +12.3% | -48.0% | -47.4% |
| 1Y | -46.3% | +12.4% | -58.7% | -56.1% |
| 3Y | -11.4% | +78.8% | -90.2% | -69.5% |
| 5Y | -66.9% | +75.2% | -142.1% | -87.0% |
| All | -69.7% | +220.3% | -290.0% | -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