+311.1%
SPY vs STX
+2,193.3%
-1,882.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.0% | -8.7% | -0.7% |
| 7D | -0.9% | -1.0% | 0.0% | -1.1% |
| 30D | -2.4% | -26.8% | +24.4% | +3.3% |
| 3M | -1.2% | -32.7% | +31.6% | +5.3% |
| 6M | +3.3% | -33.7% | +37.0% | +8.2% |
| YTD | +12.3% | +101.0% | -88.7% | -12.4% |
| 1Y | +12.4% | +92.7% | -80.3% | -11.8% |
| 3Y | +78.8% | +708.7% | -629.9% | -9.5% |
| 5Y | +75.2% | +504.0% | -428.8% | -6.9% |
| 10Y | +311.1% | +2,108.4% | -1,797.2% | +56.6% |
| All | +311.1% | +2,193.3% | -1,882.2% | +56.6% |
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