+2,071.0%
STX vs SPY
+315.0%
+1,756.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.4% | +6.8% |
| 7D | -14.8% | +0.1% | -14.8% | -14.2% |
| 30D | -35.4% | -3.3% | -32.0% | -31.8% |
| 3M | -37.7% | -2.4% | -35.3% | -35.1% |
| 6M | -35.2% | +2.6% | -37.8% | -36.0% |
| YTD | +84.4% | +11.2% | +73.1% | +67.2% |
| 1Y | +82.3% | +13.4% | +68.9% | +62.5% |
| 3Y | +646.2% | +79.9% | +566.3% | +299.0% |
| 5Y | +487.4% | +72.2% | +415.2% | +233.0% |
| 10Y | +2,071.0% | +307.3% | +1,763.7% | +263.3% |
| All | +2,071.0% | +315.0% | +1,756.0% | +263.3% |
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