-74.9%
STTK vs SPY
+135.3%
-210.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | -11.3% | -0.6% | -10.7% | -10.2% |
| 30D | -18.8% | -3.7% | -15.1% | -14.3% |
| 3M | -32.1% | -2.7% | -29.3% | -29.3% |
| 6M | -29.2% | +2.2% | -31.4% | -30.7% |
| YTD | +32.9% | +10.8% | +22.0% | +17.1% |
| 1Y | +156.6% | +11.2% | +145.4% | +125.3% |
| 3Y | +163.6% | +76.5% | +87.1% | +41.1% |
| 5Y | -61.3% | +72.9% | -134.2% | -79.0% |
| All | -74.9% | +135.3% | -210.2% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling