+18.5%
SPY vs STX
+372.6%
-354.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.3% |
| 7D | -0.4% | +9.6% | -9.9% | -1.0% |
| 30D | -1.4% | +10.6% | -12.0% | -2.3% |
| 3M | +3.7% | +4.8% | -1.1% | +2.6% |
| 6M | +13.0% | +137.3% | -124.2% | +4.8% |
| YTD | +12.4% | +222.5% | -210.1% | +1.6% |
| 1Y | +18.5% | +366.2% | -347.7% | +5.0% |
| All | +18.5% | +372.6% | -354.0% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling