+1,335.2%
STX vs SPY
+80.4%
+1,254.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.9% |
| 7D | +2.4% | +0.1% | +2.2% | +2.1% |
| 30D | +1.4% | +0.1% | +1.3% | +1.2% |
| 3M | -8.2% | +2.0% | -10.2% | -10.4% |
| 6M | +127.0% | +13.0% | +114.0% | +91.9% |
| YTD | +209.1% | +13.5% | +195.6% | +160.7% |
| 1Y | +365.4% | +20.0% | +345.5% | +268.0% |
| All | +1,335.2% | +80.4% | +1,254.8% | +636.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling