+11,149.1%
STX vs SPYM
+829.4%
+10,319.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.8% |
| 7D | +2.4% | +0.1% | +2.2% | +2.2% |
| 30D | +1.4% | +0.1% | +1.3% | +1.3% |
| 3M | -8.2% | +2.0% | -10.3% | -9.7% |
| 6M | +127.0% | +13.1% | +114.0% | +99.1% |
| YTD | +209.1% | +13.6% | +195.5% | +170.6% |
| 1Y | +365.4% | +20.1% | +345.4% | +284.3% |
| 3Y | +1,135.4% | +77.6% | +1,057.8% | +556.0% |
| 5Y | +991.5% | +82.5% | +909.0% | +469.2% |
| 10Y | +3,695.8% | +317.6% | +3,378.2% | +647.3% |
| All | +11,149.1% | +829.4% | +10,319.7% | +810.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling