+309.3%
SPY vs STX
+2,087.9%
-1,778.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +3.3% | +16.8% | -13.6% | -0.1% |
| 30D | -2.7% | -27.0% | +24.4% | +3.0% |
| 3M | -1.7% | -37.9% | +36.1% | +6.5% |
| 6M | +3.1% | -32.5% | +35.6% | +7.5% |
| YTD | +11.9% | +98.6% | -86.7% | -12.5% |
| 1Y | +12.0% | +93.6% | -81.6% | -12.3% |
| 3Y | +78.2% | +699.1% | -620.9% | -9.6% |
| 5Y | +73.2% | +481.0% | -407.8% | -7.0% |
| All | +309.3% | +2,087.9% | -1,778.6% | +56.5% |
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