+17.5%
STOK vs SPY
+191.4%
-173.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.6% |
| 7D | -2.7% | +0.5% | -3.3% | -3.5% |
| 30D | -8.1% | -0.9% | -7.2% | -7.0% |
| 3M | +3.6% | +3.9% | -0.3% | -1.9% |
| 6M | -15.3% | +14.5% | -29.8% | -29.9% |
| YTD | -5.3% | +12.9% | -18.2% | -20.3% |
| 1Y | +36.7% | +19.4% | +17.3% | +6.1% |
| 3Y | +465.9% | +78.5% | +387.5% | +151.6% |
| 5Y | +19.3% | +81.8% | -62.4% | -46.9% |
| All | +17.5% | +191.4% | -173.9% | -71.9% |
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 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