-0.4%
STOK vs SPY
+67.4%
-67.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.4% |
| 7D | +1.0% | -2.7% | +3.7% | +4.7% |
| 30D | +9.3% | -5.4% | +14.7% | +17.7% |
| 3M | -16.9% | -4.1% | -12.8% | -12.2% |
| 6M | -20.3% | +0.7% | -21.0% | -21.5% |
| YTD | -16.4% | +8.7% | -25.1% | -26.0% |
| 1Y | +18.1% | +10.9% | +7.2% | +1.4% |
| 3Y | +515.8% | +75.0% | +440.8% | +173.5% |
| All | -0.4% | +67.4% | -67.8% | -49.9% |
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