-76.0%
STTK vs SPY
+136.7%
-212.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.9% |
| 7D | +0.6% | +2.6% | -1.9% | -2.4% |
| 30D | -12.8% | -2.0% | -10.8% | -9.9% |
| 3M | -36.5% | -2.8% | -33.7% | -33.8% |
| 6M | -31.1% | +2.1% | -33.3% | -32.5% |
| YTD | +27.4% | +11.5% | +15.9% | +11.5% |
| 1Y | +152.7% | +13.5% | +139.3% | +116.3% |
| 3Y | +146.0% | +77.7% | +68.3% | +30.7% |
| 5Y | -62.7% | +72.6% | -135.3% | -79.9% |
| All | -76.0% | +136.7% | -212.7% | -85.8% |
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