+105.1%
STT vs SPXS
-83.7%
+188.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | +0.1% |
| 7D | +5.1% | -9.5% | +14.6% | +1.4% |
| 30D | -0.2% | +7.4% | -7.6% | +3.5% |
| 3M | -8.1% | +6.1% | -14.3% | -4.9% |
| 6M | +16.6% | -7.3% | +23.9% | +15.8% |
| YTD | +37.8% | -26.7% | +64.6% | +27.0% |
| 1Y | +46.8% | -26.2% | +73.0% | +36.3% |
| 3Y | +181.2% | -80.3% | +261.5% | +73.1% |
| 5Y | +105.1% | -83.4% | +188.6% | +42.0% |
| All | +105.1% | -83.7% | +188.8% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling