+1,972.8%
STX vs SPYG
+393.2%
+1,579.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.1% |
| 7D | +14.6% | +2.3% | +12.3% | +12.1% |
| 30D | -26.0% | -6.5% | -19.5% | -19.2% |
| 3M | -42.6% | -6.8% | -35.8% | -37.1% |
| 6M | -35.3% | -3.1% | -32.1% | -31.0% |
| YTD | +92.5% | +8.0% | +84.5% | +85.2% |
| 1Y | +102.4% | +10.2% | +92.2% | +91.6% |
| 3Y | +673.8% | +91.0% | +582.8% | +331.2% |
| 5Y | +463.1% | +67.7% | +395.3% | +254.3% |
| All | +1,972.8% | +393.2% | +1,579.7% | +201.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling