+1,521.8%
SXT vs SPY
+3,015.5%
-1,493.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +4.0% | -0.6% | +4.6% | +4.6% |
| 30D | -6.8% | -3.7% | -3.1% | -3.9% |
| 3M | -6.1% | -2.7% | -3.3% | -3.9% |
| 6M | +3.5% | +2.2% | +1.3% | +1.8% |
| YTD | +30.8% | +10.8% | +19.9% | +20.8% |
| 1Y | +32.3% | +11.2% | +21.0% | +21.7% |
| 3Y | +122.3% | +76.5% | +45.9% | +41.7% |
| 5Y | +34.6% | +72.9% | -38.3% | -13.1% |
| 10Y | +102.3% | +304.8% | -202.5% | -31.0% |
| All | +1,521.8% | +3,015.5% | -1,493.7% | +71.5% |
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