+121.2%
STNG vs SPY
+322.5%
-201.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.7% |
| 7D | +2.6% | -0.8% | +3.4% | +3.3% |
| 30D | +11.6% | -1.1% | +12.7% | +12.6% |
| 3M | +11.6% | +3.9% | +7.7% | +7.8% |
| 6M | +16.7% | +13.6% | +3.1% | +4.2% |
| YTD | +69.2% | +12.7% | +56.5% | +51.9% |
| 1Y | +47.6% | +17.5% | +30.1% | +27.5% |
| 3Y | +80.1% | +76.9% | +3.2% | +5.0% |
| 5Y | +487.4% | +83.6% | +403.8% | +223.9% |
| All | +121.2% | +322.5% | -201.3% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling