-99.1%
STEX vs SPY
+304.1%
-403.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.3% |
| 7D | -11.6% | -0.6% | -11.0% | -10.7% |
| 30D | -31.6% | -3.7% | -27.9% | -28.4% |
| 3M | -57.5% | -2.7% | -54.8% | -55.9% |
| 6M | -63.7% | +2.2% | -65.9% | -64.0% |
| YTD | -88.9% | +10.8% | -99.7% | -89.8% |
| 1Y | -92.1% | +11.2% | -103.4% | -92.8% |
| 3Y | -90.6% | +76.5% | -167.1% | -94.4% |
| 5Y | -99.0% | +72.9% | -171.9% | -99.4% |
| 10Y | -99.1% | +304.8% | -403.9% | -99.7% |
| All | -99.1% | +304.1% | -403.2% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling