+17.0%
STOK vs SPY
+190.0%
-173.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.2% |
| 7D | -1.9% | -0.4% | -1.5% | -1.5% |
| 30D | -7.2% | -1.4% | -5.8% | -5.5% |
| 3M | +1.9% | +3.7% | -1.8% | -3.3% |
| 6M | -21.9% | +13.0% | -34.9% | -34.2% |
| YTD | -5.7% | +12.4% | -18.1% | -20.2% |
| 1Y | +35.6% | +18.5% | +17.0% | +6.2% |
| 3Y | +463.5% | +77.6% | +385.8% | +152.1% |
| 5Y | +15.4% | +81.7% | -66.3% | -48.6% |
| All | +17.0% | +190.0% | -173.0% | -71.8% |
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 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