+2,709.9%
STX vs SPMO
+572.4%
+2,137.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.8% | +4.7% |
| 7D | +2.4% | +2.0% | +0.3% | +0.3% |
| 30D | +1.4% | -0.4% | +1.8% | +2.4% |
| 3M | -8.2% | -1.9% | -6.3% | -3.8% |
| 6M | +127.0% | +25.0% | +102.0% | +90.9% |
| YTD | +209.1% | +26.0% | +183.1% | +159.0% |
| 1Y | +365.4% | +28.7% | +336.7% | +285.4% |
| 3Y | +1,135.4% | +160.9% | +974.5% | +451.4% |
| 5Y | +991.5% | +147.9% | +843.6% | +411.0% |
| 10Y | +3,695.8% | +518.9% | +3,176.9% | +805.9% |
| All | +2,709.9% | +572.4% | +2,137.5% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling