+65.3%
STXS vs SPY
+307.0%
-241.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -22.6% | +2.6% | -25.2% | -24.7% |
| 30D | -19.7% | -2.0% | -17.7% | -18.5% |
| 3M | -38.9% | -2.8% | -36.1% | -37.4% |
| 6M | -54.4% | +2.1% | -56.6% | -55.4% |
| YTD | -63.3% | +11.5% | -74.8% | -67.0% |
| 1Y | -62.4% | +13.5% | -75.8% | -66.6% |
| 3Y | -41.4% | +77.7% | -119.1% | -65.6% |
| 5Y | -87.1% | +72.6% | -159.7% | -92.1% |
| All | +65.3% | +307.0% | -241.7% | -46.8% |
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