+69.6%
SXT vs SPY
+82.0%
-12.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +3.5% | +0.1% | +3.5% | +3.5% |
| 3M | +19.9% | +2.0% | +18.0% | +17.9% |
| 6M | +41.5% | +13.0% | +28.5% | +28.3% |
| YTD | +45.1% | +13.5% | +31.6% | +31.1% |
| 1Y | +21.4% | +20.0% | +1.4% | +4.7% |
| 3Y | +130.7% | +77.2% | +53.5% | +42.1% |
| All | +69.6% | +82.0% | -12.4% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling