+81.8%
SPY vs STX
+1,115.1%
-1,033.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.7% |
| 7D | +0.5% | +10.7% | -10.2% | -1.4% |
| 30D | -0.9% | +11.3% | -12.2% | -3.3% |
| 3M | +3.9% | +3.2% | +0.7% | +1.4% |
| 6M | +14.5% | +157.0% | -142.5% | -8.6% |
| YTD | +12.9% | +229.2% | -216.3% | -16.6% |
| 1Y | +19.4% | +381.8% | -362.5% | -21.9% |
| 3Y | +78.5% | +1,383.2% | -1,304.7% | -19.1% |
| 5Y | +81.8% | +1,144.9% | -1,063.1% | -13.6% |
| All | +81.8% | +1,115.1% | -1,033.3% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling