+17,202.7%
STX vs SPXU
-100.0%
+17,302.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.9% |
| 7D | +2.4% | -0.1% | +2.5% | +2.3% |
| 30D | +1.4% | +0.8% | +0.6% | +1.8% |
| 3M | -8.2% | -4.7% | -3.5% | -8.3% |
| 6M | +127.0% | -29.6% | +156.6% | +103.6% |
| YTD | +209.1% | -29.9% | +239.0% | +179.5% |
| 1Y | +365.4% | -39.1% | +404.5% | +303.6% |
| 3Y | +1,135.4% | -80.0% | +1,215.4% | +677.7% |
| 5Y | +991.5% | -86.0% | +1,077.6% | +624.0% |
| 10Y | +3,695.8% | -99.5% | +3,795.3% | +801.9% |
| All | +17,202.7% | -100.0% | +17,302.7% | +970.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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