+122.2%
STXE vs SPY
+98.8%
+23.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | +3.4% | -0.4% | +3.7% | +3.7% |
| 30D | +9.0% | -1.4% | +10.4% | +10.3% |
| 3M | +5.7% | +3.7% | +2.0% | +2.8% |
| 6M | +28.1% | +13.0% | +15.1% | +17.2% |
| YTD | +45.1% | +12.4% | +32.7% | +33.3% |
| 1Y | +66.4% | +18.5% | +47.8% | +47.6% |
| 3Y | +115.2% | +77.6% | +37.5% | +43.2% |
| All | +122.2% | +98.8% | +23.4% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling