+54.6%
STXL vs SPY
+8.8%
+45.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.4% | +12.8% | +14.5% |
| 7D | +4.0% | +0.1% | +3.9% | +2.7% |
| 30D | -3.9% | +0.1% | -3.9% | -4.6% |
| 3M | -33.8% | +2.0% | -35.8% | -40.0% |
| All | +54.6% | +8.8% | +45.8% | +9.4% |
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 · Available span rolling