+72.3%
STNG vs SPY
+78.7%
-6.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +3.2% | +0.5% | +2.6% | +2.9% |
| 30D | +8.6% | -0.9% | +9.5% | +9.0% |
| 3M | +8.5% | +3.9% | +4.6% | +6.8% |
| 6M | +8.1% | +14.5% | -6.4% | +1.9% |
| YTD | +64.4% | +12.9% | +51.5% | +55.8% |
| 1Y | +42.4% | +19.4% | +23.0% | +31.5% |
| 3Y | +72.3% | +78.5% | -6.2% | +35.0% |
| All | +72.3% | +78.7% | -6.4% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling