-98.1%
STXS vs SPY
+972.6%
-1,070.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | -26.1% | +2.0% | -28.1% | -27.5% |
| 6M | -36.8% | +13.0% | -49.8% | -44.3% |
| YTD | -39.6% | +13.5% | -53.1% | -47.0% |
| 1Y | -49.6% | +20.0% | -69.6% | -58.1% |
| 3Y | -23.6% | +77.2% | -100.8% | -58.1% |
| 5Y | -79.6% | +81.9% | -161.4% | -88.9% |
| 10Y | +107.5% | +314.1% | -206.6% | -55.4% |
| All | -98.1% | +972.6% | -1,070.7% | -99.8% |
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 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