+3,621.5%
STX vs SPYM
+316.7%
+3,304.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.5% |
| 7D | +9.6% | -0.4% | +9.9% | +9.9% |
| 30D | +10.6% | -1.4% | +12.0% | +12.5% |
| 3M | +4.8% | +3.7% | +1.1% | +0.8% |
| 6M | +137.3% | +13.0% | +124.2% | +107.6% |
| YTD | +222.5% | +12.5% | +210.0% | +185.3% |
| 1Y | +366.2% | +18.6% | +347.6% | +290.4% |
| 3Y | +1,352.9% | +78.0% | +1,274.9% | +678.8% |
| 5Y | +1,077.4% | +82.3% | +995.1% | +522.6% |
| 10Y | +3,621.5% | +322.9% | +3,298.7% | +577.1% |
| All | +3,621.5% | +316.7% | +3,304.8% | +577.1% |
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