-92.0%
STEX vs SPY
+13.0%
-104.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -5.1% |
| 7D | -8.9% | -0.9% | -8.0% | -6.7% |
| 30D | -32.0% | -2.4% | -29.7% | -27.7% |
| 3M | -58.7% | -1.2% | -57.5% | -57.3% |
| 6M | -65.3% | +3.3% | -68.6% | -67.3% |
| YTD | -89.1% | +12.3% | -101.4% | -91.3% |
| 1Y | -92.0% | +12.4% | -104.4% | -93.5% |
| All | -92.0% | +13.0% | -104.9% | -93.5% |
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