+155.8%
STT vs SPXS
-85.7%
+241.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.6% |
| 7D | +1.0% | +1.2% | -0.3% | +1.5% |
| 30D | +2.8% | +5.2% | -2.4% | +4.9% |
| 3M | +18.1% | -9.2% | +27.3% | +14.7% |
| 6M | +59.2% | -29.6% | +88.8% | +41.7% |
| YTD | +51.5% | -27.6% | +79.1% | +37.4% |
| 1Y | +75.7% | -36.7% | +112.4% | +52.8% |
| 3Y | +200.8% | -79.8% | +280.6% | +86.5% |
| 5Y | +155.8% | -85.9% | +241.6% | +64.8% |
| All | +155.8% | -85.7% | +241.5% | +64.8% |
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