+123.8%
STX vs SPYG
+10.8%
+113.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.3% | -9.4% | -10.6% |
| 7D | -20.2% | -2.8% | -17.4% | -15.5% |
| 30D | -37.2% | -6.2% | -31.0% | -28.3% |
| 3M | -34.1% | -3.6% | -30.5% | -28.7% |
| 6M | -24.5% | +4.8% | -29.2% | -29.9% |
| YTD | +102.9% | +11.0% | +92.0% | +71.9% |
| 1Y | +123.8% | +11.2% | +112.6% | +90.4% |
| All | +123.8% | +10.8% | +113.0% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling