+121.6%
SXT vs SPY
+312.5%
-190.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | -2.1% | -0.4% | -1.7% | -1.8% |
| 30D | +2.9% | -1.4% | +4.2% | +4.1% |
| 3M | +11.8% | +3.7% | +8.0% | +8.1% |
| 6M | +46.7% | +13.0% | +33.7% | +31.7% |
| YTD | +43.2% | +12.4% | +30.8% | +29.2% |
| 1Y | +21.4% | +18.5% | +2.9% | +4.4% |
| 3Y | +121.0% | +77.6% | +43.4% | +30.9% |
| 5Y | +62.4% | +81.7% | -19.2% | -6.3% |
| 10Y | +121.6% | +319.7% | -198.0% | -39.4% |
| All | +121.6% | +312.5% | -190.9% | -39.4% |
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