+194.1%
STTK vs SPY
+78.7%
+115.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.3% |
| 7D | -5.4% | +0.5% | -5.9% | -6.2% |
| 30D | -10.6% | -0.9% | -9.6% | -9.0% |
| 3M | +66.7% | +3.9% | +62.8% | +55.6% |
| 6M | +8.5% | +14.5% | -6.0% | -14.9% |
| YTD | +78.1% | +12.9% | +65.2% | +42.6% |
| 1Y | +245.7% | +19.4% | +226.4% | +153.1% |
| 3Y | +194.1% | +78.5% | +115.7% | -42.5% |
| All | +194.1% | +78.7% | +115.4% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling