-65.0%
STXS vs SPY
+11.8%
-76.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.1% |
| 7D | -19.0% | +3.3% | -22.3% | -22.5% |
| 30D | -19.8% | -2.7% | -17.1% | -17.1% |
| 3M | -39.3% | -1.7% | -37.5% | -38.2% |
| 6M | -55.7% | +3.1% | -58.8% | -58.2% |
| YTD | -63.0% | +11.9% | -74.9% | -69.5% |
| 1Y | -65.0% | +12.0% | -77.0% | -71.0% |
| All | -65.0% | +11.8% | -76.8% | -71.0% |
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