+1,699.7%
SXT vs SPY
+3,091.8%
-1,392.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.5% |
| YTD | +45.1% | +13.5% | +31.6% | +31.3% |
| 1Y | +21.4% | +20.0% | +1.4% | +5.1% |
| 3Y | +130.7% | +77.2% | +53.5% | +46.2% |
| 5Y | +69.2% | +81.9% | -12.7% | +4.9% |
| 10Y | +120.9% | +314.1% | -193.1% | -26.1% |
| All | +1,699.7% | +3,091.8% | -1,392.1% | +86.5% |
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