+116.9%
STXE vs SPY
+97.6%
+19.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | +0.1% | -2.0% | +2.1% | +1.9% |
| 30D | +5.2% | -1.7% | +6.9% | +6.8% |
| 3M | +5.6% | +4.7% | +0.9% | +1.9% |
| 6M | +24.6% | +12.5% | +12.0% | +14.4% |
| YTD | +41.6% | +11.7% | +29.9% | +30.9% |
| 1Y | +60.5% | +17.5% | +43.0% | +43.4% |
| 3Y | +110.0% | +76.6% | +33.5% | +40.5% |
| All | +116.9% | +97.6% | +19.3% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling