-99.6%
SXTP vs SPY
+78.1%
-177.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -12.9% | +2.6% | -15.5% | -13.3% |
| 30D | -41.1% | -2.0% | -39.2% | -40.9% |
| 3M | -56.1% | -2.8% | -53.3% | -55.9% |
| 6M | -65.5% | +2.1% | -67.6% | -65.5% |
| YTD | -74.5% | +11.5% | -86.0% | -75.0% |
| 1Y | -88.9% | +13.5% | -102.4% | -89.1% |
| 3Y | -99.6% | +77.7% | -177.3% | -99.5% |
| All | -99.6% | +78.1% | -177.7% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling