-87.5%
STEX vs SPY
+77.4%
-164.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.2% |
| 7D | -7.4% | +0.1% | -7.5% | -7.6% |
| 30D | -1.4% | +0.1% | -1.4% | -1.2% |
| 3M | -39.4% | +2.0% | -41.4% | -40.6% |
| 6M | -66.3% | +13.0% | -79.3% | -71.5% |
| YTD | -76.4% | +13.5% | -89.9% | -80.2% |
| 1Y | -84.4% | +20.0% | -104.3% | -87.7% |
| All | -87.5% | +77.4% | -164.9% | -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 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