+1,376.8%
STX vs SPYM
+77.0%
+1,299.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.3% |
| 7D | +9.6% | -0.4% | +9.9% | +10.0% |
| 30D | +10.6% | -1.4% | +12.0% | +13.0% |
| 3M | +4.8% | +3.7% | +1.1% | -0.6% |
| 6M | +137.3% | +13.0% | +124.2% | +99.3% |
| YTD | +222.5% | +12.5% | +210.0% | +174.5% |
| 1Y | +366.2% | +18.6% | +347.6% | +272.0% |
| All | +1,376.8% | +77.0% | +1,299.9% | +646.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling