+49.1%
STXK vs SPY
+100.8%
-51.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | +1.5% | +2.6% | -1.1% | -1.1% |
| 30D | +4.2% | -2.0% | +6.1% | +6.3% |
| 3M | -6.1% | -2.8% | -3.3% | -3.4% |
| 6M | +3.1% | +2.1% | +0.9% | +0.6% |
| YTD | +11.8% | +11.5% | +0.3% | -0.8% |
| 1Y | +15.5% | +13.5% | +2.0% | +0.6% |
| 3Y | +58.4% | +77.7% | -19.3% | -16.2% |
| All | +49.1% | +100.8% | -51.7% | -30.6% |
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