-41.1%
STXL vs SPY
+8.6%
-49.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.2% | -24.6% |
| 7D | -37.9% | -0.7% | -37.2% | -35.5% |
| 30D | -63.4% | -1.0% | -62.4% | -60.6% |
| 3M | -63.6% | -0.3% | -63.3% | -62.5% |
| 6M | -61.6% | +7.3% | -69.0% | -70.7% |
| All | -41.1% | +8.6% | -49.7% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling