-91.2%
STEX vs SPY
+78.1%
-169.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.8% |
| 7D | -4.7% | +2.6% | -7.3% | -8.5% |
| 30D | -24.9% | -2.0% | -22.9% | -22.0% |
| 3M | -62.7% | -2.8% | -59.9% | -60.7% |
| 6M | -63.4% | +2.1% | -65.6% | -64.0% |
| YTD | -89.3% | +11.5% | -100.8% | -90.8% |
| 1Y | -91.9% | +13.5% | -105.3% | -93.1% |
| 3Y | -91.2% | +77.7% | -168.9% | -95.0% |
| All | -91.2% | +78.1% | -169.3% | -95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling