+71.7%
STXV vs SPY
+100.8%
-29.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | +2.3% | +2.6% | -0.3% | +0.6% |
| 30D | +4.0% | -2.0% | +6.0% | +5.3% |
| 3M | +1.5% | -2.8% | +4.3% | +3.3% |
| 6M | +10.8% | +2.1% | +8.6% | +8.9% |
| YTD | +21.9% | +11.5% | +10.5% | +12.8% |
| 1Y | +25.7% | +13.5% | +12.2% | +14.8% |
| 3Y | +77.2% | +77.7% | -0.5% | +14.4% |
| All | +71.7% | +100.8% | -29.1% | +0.3% |
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