+1,144.9%
STX vs SPYM
+82.4%
+1,062.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.0% | +7.3% |
| 7D | +10.7% | +0.6% | +10.2% | +9.7% |
| 30D | +11.3% | -0.9% | +12.2% | +12.7% |
| 3M | +3.2% | +3.9% | -0.7% | -1.7% |
| 6M | +157.0% | +14.5% | +142.4% | +116.1% |
| YTD | +229.2% | +13.0% | +216.2% | +183.4% |
| 1Y | +381.8% | +19.4% | +362.4% | +288.9% |
| 3Y | +1,383.2% | +78.9% | +1,304.3% | +630.4% |
| 5Y | +1,144.9% | +82.3% | +1,062.6% | +501.9% |
| All | +1,144.9% | +82.4% | +1,062.4% | +501.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling