+66.7%
STXV vs SPY
+101.3%
-34.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -1.9% | -2.0% | +0.1% | -0.6% |
| 30D | -0.5% | -1.7% | +1.1% | +0.6% |
| 3M | +5.1% | +4.7% | +0.4% | +1.8% |
| 6M | +11.9% | +12.5% | -0.6% | +3.0% |
| YTD | +18.4% | +11.7% | +6.6% | +9.5% |
| 1Y | +25.4% | +17.5% | +7.9% | +11.9% |
| 3Y | +66.2% | +76.6% | -10.4% | +8.0% |
| All | +66.7% | +101.3% | -34.6% | -2.6% |
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