-75.1%
STTK vs SPY
+137.6%
-212.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.3% |
| 7D | +7.1% | +3.3% | +3.8% | +3.0% |
| 30D | -12.4% | -2.7% | -9.7% | -8.7% |
| 3M | -35.8% | -1.7% | -34.0% | -34.0% |
| 6M | -27.3% | +3.1% | -30.4% | -29.7% |
| YTD | +31.8% | +11.9% | +19.9% | +14.8% |
| 1Y | +150.5% | +12.0% | +138.5% | +118.2% |
| 3Y | +161.4% | +78.2% | +83.2% | +38.3% |
| 5Y | -61.5% | +73.2% | -134.7% | -79.3% |
| All | -75.1% | +137.6% | -212.7% | -85.4% |
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