+0.3%
STNG vs SPY
+762.9%
-762.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +3.7% | +2.6% | +1.1% | +1.0% |
| 30D | -2.6% | -2.0% | -0.6% | -0.7% |
| 3M | +7.3% | -2.8% | +10.1% | +10.0% |
| 6M | +3.2% | +2.1% | +1.1% | +0.3% |
| YTD | +67.7% | +11.5% | +56.2% | +48.6% |
| 1Y | +38.0% | +13.5% | +24.6% | +19.9% |
| 3Y | +55.6% | +77.7% | -22.1% | -18.5% |
| 5Y | +412.6% | +72.6% | +340.0% | +168.3% |
| 10Y | +153.8% | +308.2% | -154.4% | -55.1% |
| All | +0.3% | +762.9% | -762.6% | -92.7% |
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