+2,014.0%
STX vs SPOT
+218.6%
+1,795.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.5% | +9.0% | +7.0% |
| 7D | +10.7% | -2.9% | +13.6% | +11.3% |
| 30D | +11.3% | +8.3% | +3.0% | +8.9% |
| 3M | +3.2% | +5.1% | -1.8% | +1.0% |
| 6M | +157.0% | -6.5% | +163.4% | +155.9% |
| YTD | +229.2% | -9.0% | +238.2% | +226.5% |
| 1Y | +381.8% | -26.4% | +408.2% | +403.7% |
| 3Y | +1,383.2% | +240.0% | +1,143.1% | +913.1% |
| 5Y | +1,144.9% | +111.7% | +1,033.2% | +780.9% |
| All | +2,014.0% | +218.6% | +1,795.4% | +1,020.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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