+3,343.4%
STX vs SPYG
+424.6%
+2,918.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.6% |
| 7D | -2.3% | -0.9% | -1.4% | -1.4% |
| 30D | -5.5% | -1.5% | -4.0% | -3.9% |
| 3M | -4.3% | +3.7% | -8.0% | -7.1% |
| 6M | +115.6% | +16.4% | +99.2% | +87.7% |
| YTD | +202.2% | +13.3% | +188.9% | +171.8% |
| 1Y | +325.3% | +17.9% | +307.4% | +270.9% |
| 3Y | +1,283.9% | +98.3% | +1,185.6% | +626.7% |
| 5Y | +1,048.3% | +86.4% | +961.9% | +538.1% |
| All | +3,343.4% | +424.6% | +2,918.8% | +432.3% |
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