-99.6%
STEX vs SPY
+343.3%
-442.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.4% | -5.3% | -5.2% |
| 7D | -25.9% | -4.7% | -21.2% | -21.9% |
| 30D | -36.9% | -5.9% | -31.0% | -32.7% |
| 3M | -55.0% | -4.5% | -50.5% | -52.6% |
| 6M | -64.5% | +1.8% | -66.3% | -64.6% |
| YTD | -89.2% | +8.3% | -97.6% | -89.9% |
| 1Y | -93.0% | +9.3% | -102.3% | -93.4% |
| 3Y | -93.6% | +74.9% | -168.4% | -96.0% |
| 5Y | -99.0% | +67.3% | -166.3% | -99.4% |
| 10Y | -99.0% | +311.6% | -410.6% | -99.7% |
| All | -99.6% | +343.3% | -442.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling