-99.0%
STEX vs SPY
+67.4%
-166.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.6% |
| 7D | -12.6% | -2.7% | -9.9% | -9.4% |
| 30D | -36.3% | -5.4% | -30.9% | -31.5% |
| 3M | -53.1% | -4.1% | -49.0% | -50.3% |
| 6M | -66.4% | +0.7% | -67.1% | -66.2% |
| YTD | -88.8% | +8.7% | -97.5% | -89.6% |
| 1Y | -92.8% | +10.9% | -103.7% | -93.5% |
| 3Y | -92.1% | +75.0% | -167.1% | -95.3% |
| All | -99.0% | +67.4% | -166.4% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling