-67.3%
STTK vs SPY
+138.6%
-205.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.0% |
| 7D | -8.4% | -0.4% | -8.0% | -7.9% |
| 30D | -11.3% | -1.4% | -10.0% | -9.7% |
| 3M | +48.2% | +3.7% | +44.5% | +41.6% |
| 6M | +5.1% | +13.0% | -7.9% | -9.8% |
| YTD | +73.4% | +12.4% | +61.0% | +49.5% |
| 1Y | +214.9% | +18.5% | +196.4% | +156.6% |
| 3Y | +186.4% | +77.6% | +108.8% | +52.0% |
| 5Y | -69.8% | +81.7% | -151.5% | -84.0% |
| All | -67.3% | +138.6% | -205.9% | -81.0% |
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