+72.2%
SPY vs STX
+497.0%
-424.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.8% | -7.4% | +0.7% |
| 7D | +0.1% | -14.8% | +14.8% | +2.5% |
| 30D | -3.3% | -35.4% | +32.0% | +3.6% |
| 3M | -2.4% | -37.7% | +35.3% | +4.3% |
| 6M | +2.6% | -35.2% | +37.8% | +6.7% |
| YTD | +11.2% | +84.4% | -73.1% | -10.3% |
| 1Y | +13.4% | +82.3% | -68.9% | -8.7% |
| 3Y | +79.9% | +646.2% | -566.3% | -8.7% |
| 5Y | +72.2% | +487.4% | -415.2% | -8.0% |
| All | +72.2% | +497.0% | -424.9% | -8.0% |
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 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