+235.9%
SPXT vs SPY
+378.3%
-142.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.7% | +0.1% | -0.8% | -0.8% |
| 3M | +3.6% | +2.0% | +1.6% | +1.9% |
| 6M | +4.8% | +13.0% | -8.2% | -4.8% |
| YTD | +8.0% | +13.5% | -5.6% | -2.3% |
| 1Y | +12.9% | +20.0% | -7.1% | -2.2% |
| 3Y | +56.8% | +77.2% | -20.4% | +0.3% |
| 5Y | +54.7% | +81.9% | -27.2% | -3.5% |
| 10Y | +198.0% | +314.1% | -116.1% | +19.9% |
| All | +235.9% | +378.3% | -142.4% | +27.4% |
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 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