+9,929.8%
STX vs SPYG
+1,461.8%
+8,468.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.0% |
| 7D | +14.6% | +2.3% | +12.3% | +12.0% |
| 30D | -26.0% | -6.5% | -19.5% | -18.7% |
| 3M | -42.6% | -6.8% | -35.8% | -36.6% |
| 6M | -35.3% | -3.1% | -32.1% | -30.7% |
| YTD | +92.5% | +8.0% | +84.5% | +83.9% |
| 1Y | +102.4% | +10.2% | +92.2% | +89.8% |
| 3Y | +673.8% | +91.0% | +582.8% | +290.9% |
| 5Y | +463.1% | +67.7% | +395.3% | +227.3% |
| 10Y | +2,014.6% | +393.9% | +1,620.7% | +223.1% |
| All | +9,929.8% | +1,461.8% | +8,468.0% | +337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling