+459.2%
STNG vs SPY
+81.0%
+378.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | +9.3% | -1.4% | +10.7% | +10.0% |
| 3M | +9.6% | +3.7% | +5.9% | +7.6% |
| 6M | +10.2% | +13.0% | -2.8% | +3.5% |
| YTD | +66.3% | +12.4% | +53.9% | +56.6% |
| 1Y | +47.9% | +18.5% | +29.4% | +35.5% |
| 3Y | +74.2% | +77.6% | -3.4% | +28.0% |
| 5Y | +459.2% | +81.7% | +377.5% | +336.8% |
| All | +459.2% | +81.0% | +378.2% | +336.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling