+233.8%
SPXT vs SPY
+357.7%
-123.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | 0.0% | -2.7% | +2.7% | +2.0% |
| 30D | +1.8% | -5.4% | +7.2% | +6.1% |
| 3M | -0.8% | -4.1% | +3.2% | +2.3% |
| 6M | +1.9% | +0.7% | +1.2% | +1.0% |
| YTD | +7.3% | +8.7% | -1.3% | +0.3% |
| 1Y | +11.3% | +10.9% | +0.4% | +2.4% |
| 3Y | +61.8% | +75.0% | -13.2% | +4.4% |
| 5Y | +48.9% | +67.8% | -18.9% | -1.4% |
| 10Y | +200.1% | +312.9% | -112.8% | +23.5% |
| All | +233.8% | +357.7% | -123.9% | +30.8% |
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