+79.9%
SPY vs STX
+647.6%
-567.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.8% | -7.4% | +1.1% |
| 7D | +0.1% | -14.8% | +14.8% | +1.9% |
| 30D | -3.3% | -35.4% | +32.0% | +1.7% |
| 3M | -2.4% | -37.7% | +35.3% | +2.4% |
| 6M | +2.6% | -35.2% | +37.8% | +5.6% |
| YTD | +11.2% | +84.4% | -73.1% | -5.7% |
| 1Y | +13.4% | +82.3% | -68.9% | -4.0% |
| 3Y | +79.9% | +646.2% | -566.3% | -0.5% |
| All | +79.9% | +647.6% | -567.7% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling