+1,077.4%
STX vs SPYG
+83.9%
+993.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | +9.6% | +0.3% | +9.2% | +9.1% |
| 30D | +10.6% | -1.7% | +12.3% | +12.9% |
| 3M | +4.8% | +3.6% | +1.1% | +1.7% |
| 6M | +137.3% | +16.6% | +120.7% | +104.2% |
| YTD | +222.5% | +13.4% | +209.1% | +187.5% |
| 1Y | +366.2% | +19.6% | +346.6% | +297.1% |
| 3Y | +1,352.9% | +99.8% | +1,253.1% | +643.4% |
| 5Y | +1,077.4% | +85.0% | +992.5% | +529.4% |
| All | +1,077.4% | +83.9% | +993.5% | +529.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling