+1,972.8%
STX vs SPMO
+460.5%
+1,512.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -1.4% |
| 7D | +14.6% | +6.3% | +8.2% | +7.7% |
| 30D | -26.0% | -8.9% | -17.1% | -16.7% |
| 3M | -42.6% | -13.2% | -29.4% | -31.5% |
| 6M | -35.3% | -9.3% | -26.0% | -24.2% |
| YTD | +92.5% | +11.6% | +80.9% | +87.1% |
| 1Y | +102.4% | +13.4% | +89.0% | +94.6% |
| 3Y | +673.8% | +122.9% | +550.9% | +310.2% |
| 5Y | +463.1% | +113.9% | +349.1% | +209.3% |
| All | +1,972.8% | +460.5% | +1,512.3% | +508.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling