+756.7%
STT vs SPXS
-100.0%
+856.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | +0.2% |
| 7D | +5.1% | -9.5% | +14.6% | +0.3% |
| 30D | -0.2% | +7.4% | -7.6% | +4.5% |
| 3M | -8.1% | +6.1% | -14.3% | -4.0% |
| 6M | +16.6% | -7.3% | +23.9% | +15.2% |
| YTD | +37.8% | -26.7% | +64.6% | +23.5% |
| 1Y | +46.8% | -26.2% | +73.0% | +32.8% |
| 3Y | +181.2% | -80.3% | +261.5% | +48.9% |
| 5Y | +105.1% | -83.4% | +188.6% | +26.4% |
| 10Y | +202.3% | -99.5% | +301.8% | -52.8% |
| All | +756.7% | -100.0% | +856.7% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling