+305.8%
SPY vs STX
+1,985.1%
-1,679.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.6% | -17.3% | +16.7% | +3.0% |
| 30D | -3.7% | -35.9% | +32.3% | +4.8% |
| 3M | -2.7% | -37.3% | +34.6% | +5.2% |
| 6M | +2.2% | -35.8% | +38.0% | +7.6% |
| YTD | +10.8% | +82.7% | -71.9% | -11.7% |
| 1Y | +11.2% | +71.6% | -60.4% | -10.4% |
| 3Y | +76.5% | +635.3% | -558.8% | -8.8% |
| 5Y | +72.9% | +483.8% | -410.8% | -7.7% |
| All | +305.8% | +1,985.1% | -1,679.3% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 10y: compounded portfolio wealth divided by compounded STX 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…
10y analysis · Full analysis span regression · 6 months rolling