+350.4%
STX vs SPYG
+17.3%
+333.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -1.0% |
| 7D | +8.0% | -1.8% | +9.8% | +11.9% |
| 30D | +5.1% | -1.9% | +7.0% | +9.4% |
| 3M | +5.8% | +5.2% | +0.6% | -3.3% |
| 6M | +124.9% | +15.6% | +109.4% | +72.6% |
| YTD | +213.9% | +12.4% | +201.5% | +157.3% |
| 1Y | +350.4% | +17.5% | +332.9% | +230.1% |
| All | +350.4% | +17.3% | +333.1% | +230.1% |
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