+6,549.5%
STX vs SPYM
+807.3%
+5,742.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.5% |
| 7D | -17.3% | -0.6% | -16.7% | -16.1% |
| 30D | -35.9% | -3.7% | -32.3% | -32.2% |
| 3M | -37.3% | -2.7% | -34.6% | -34.5% |
| 6M | -35.8% | +2.2% | -38.0% | -36.3% |
| YTD | +82.7% | +10.9% | +71.8% | +66.4% |
| 1Y | +71.6% | +11.3% | +60.3% | +56.4% |
| 3Y | +635.3% | +76.8% | +558.4% | +297.1% |
| 5Y | +483.8% | +73.5% | +410.2% | +226.4% |
| 10Y | +1,967.8% | +307.9% | +1,659.8% | +323.0% |
| All | +6,549.5% | +807.3% | +5,742.2% | +460.0% |
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