+52.0%
STT vs SPXS
-30.2%
+82.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +0.5% |
| 7D | -0.1% | +2.2% | -2.2% | +0.8% |
| 30D | -1.7% | +3.8% | -5.4% | -0.1% |
| 3M | -6.4% | +3.3% | -9.7% | -4.8% |
| 6M | +17.7% | -16.7% | +34.4% | +11.7% |
| YTD | +36.9% | -28.5% | +65.4% | +25.7% |
| 1Y | +52.0% | -30.4% | +82.5% | +39.3% |
| All | +52.0% | -30.2% | +82.2% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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