-68.9%
STTK vs SPY
+81.8%
-150.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.5% |
| 7D | -5.4% | +0.5% | -5.9% | -6.1% |
| 30D | -10.6% | -0.9% | -9.6% | -9.4% |
| 3M | +66.7% | +3.9% | +62.8% | +58.1% |
| 6M | +8.5% | +14.5% | -6.0% | -9.8% |
| YTD | +78.1% | +12.9% | +65.2% | +50.5% |
| 1Y | +245.7% | +19.4% | +226.4% | +173.8% |
| 3Y | +194.1% | +78.5% | +115.7% | +44.0% |
| 5Y | -68.9% | +81.8% | -150.7% | -84.0% |
| All | -68.9% | +81.8% | -150.7% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling