+8,652.1%
STX vs SPY
+1,157.5%
+7,494.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | -28.5% | -2.7% | -25.8% | -25.7% |
| 30D | -42.9% | -5.4% | -37.5% | -38.4% |
| 3M | -45.9% | -4.1% | -41.8% | -42.7% |
| 6M | -41.3% | +0.7% | -42.0% | -40.7% |
| YTD | +67.9% | +8.7% | +59.3% | +56.7% |
| 1Y | +66.5% | +10.9% | +55.6% | +52.6% |
| 3Y | +588.0% | +75.0% | +513.0% | +278.2% |
| 5Y | +449.1% | +67.8% | +381.3% | +220.9% |
| 10Y | +1,982.8% | +312.9% | +1,670.0% | +332.0% |
| All | +8,652.1% | +1,157.5% | +7,494.6% | +452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling