+75.7%
STT vs SPXS
-36.2%
+111.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.2% |
| 7D | -0.4% | +2.5% | -2.9% | +0.5% |
| 30D | +1.7% | +4.2% | -2.5% | +3.4% |
| 3M | +17.9% | -9.3% | +27.2% | +14.4% |
| 6M | +55.3% | -30.7% | +86.0% | +37.3% |
| YTD | +52.7% | -28.1% | +80.7% | +38.8% |
| 1Y | +75.7% | -35.1% | +110.7% | +58.4% |
| All | +75.7% | -36.2% | +111.8% | +58.4% |
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