+2,038.9%
STX vs SPYM
+311.5%
+1,727.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.8% |
| 7D | +16.8% | +3.3% | +13.6% | +12.6% |
| 30D | -27.0% | -2.6% | -24.4% | -23.6% |
| 3M | -37.9% | -1.7% | -36.1% | -35.8% |
| 6M | -32.5% | +3.1% | -35.6% | -33.6% |
| YTD | +98.6% | +12.0% | +86.6% | +78.8% |
| 1Y | +93.6% | +12.1% | +81.5% | +75.0% |
| 3Y | +699.1% | +78.5% | +620.5% | +333.4% |
| 5Y | +481.0% | +73.8% | +407.2% | +227.6% |
| All | +2,038.9% | +311.5% | +1,727.5% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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