+1,077.4%
STX vs SPMO
+149.2%
+928.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +9.6% | +2.7% | +6.9% | +6.1% |
| 30D | +10.6% | +1.1% | +9.5% | +10.0% |
| 3M | +4.8% | +2.0% | +2.7% | +5.4% |
| 6M | +137.3% | +26.5% | +110.7% | +88.9% |
| YTD | +222.5% | +26.5% | +196.0% | +158.0% |
| 1Y | +366.2% | +27.9% | +338.3% | +271.5% |
| 3Y | +1,352.9% | +160.4% | +1,192.5% | +453.6% |
| 5Y | +1,077.4% | +151.5% | +926.0% | +365.9% |
| All | +1,077.4% | +149.2% | +928.2% | +365.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling