-84.4%
STEX vs SPY
+20.8%
-105.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.6% |
| 7D | -7.4% | +0.1% | -7.5% | -7.8% |
| 30D | -1.4% | +0.1% | -1.4% | -1.1% |
| 3M | -39.4% | +2.0% | -41.4% | -41.6% |
| 6M | -66.3% | +13.0% | -79.3% | -74.1% |
| YTD | -76.4% | +13.5% | -89.9% | -82.3% |
| 1Y | -84.4% | +20.0% | -104.3% | -93.0% |
| All | -84.4% | +20.8% | -105.2% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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