+3,676.0%
STX vs SPY
+311.3%
+3,364.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +7.2% |
| 7D | +10.7% | +0.5% | +10.2% | +9.9% |
| 30D | +11.3% | -0.9% | +12.2% | +12.5% |
| 3M | +3.2% | +3.9% | -0.7% | -0.9% |
| 6M | +157.0% | +14.5% | +142.5% | +121.3% |
| YTD | +229.2% | +12.9% | +216.3% | +189.7% |
| 1Y | +381.8% | +19.4% | +362.5% | +300.1% |
| 3Y | +1,383.2% | +78.5% | +1,304.7% | +688.4% |
| 5Y | +1,144.9% | +81.8% | +1,063.1% | +556.1% |
| 10Y | +3,676.0% | +311.5% | +3,364.5% | +575.7% |
| All | +3,676.0% | +311.3% | +3,364.7% | +575.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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