+67.5%
STXD vs SPY
+100.8%
-33.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +3.7% | +2.6% | +1.1% | +1.7% |
| 30D | +4.7% | -2.0% | +6.7% | +6.4% |
| 3M | -0.1% | -2.8% | +2.6% | +2.1% |
| 6M | +9.2% | +2.1% | +7.1% | +7.3% |
| YTD | +12.0% | +11.5% | +0.5% | +2.6% |
| 1Y | +13.6% | +13.5% | +0.2% | +2.7% |
| 3Y | +58.9% | +77.7% | -18.8% | -0.3% |
| All | +67.5% | +100.8% | -33.3% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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