-1.4%
STNG vs SPY
+778.8%
-780.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.2% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | +11.8% | +0.1% | +11.8% | +11.8% |
| 3M | +10.3% | +2.0% | +8.3% | +7.6% |
| 6M | +4.5% | +13.0% | -8.5% | -8.3% |
| YTD | +64.9% | +13.5% | +51.3% | +43.7% |
| 1Y | +62.9% | +20.0% | +42.9% | +33.9% |
| 3Y | +76.9% | +77.2% | -0.3% | -6.9% |
| 5Y | +441.0% | +81.9% | +359.1% | +167.6% |
| 10Y | +119.5% | +314.1% | -194.5% | -61.5% |
| All | -1.4% | +778.8% | -780.2% | -93.0% |
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 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