-99.7%
SXTP vs SPY
+76.5%
-176.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -1.0% | -0.4% | -0.7% | -1.0% |
| 30D | -16.8% | -1.4% | -15.4% | -16.6% |
| 3M | -32.4% | +3.7% | -36.1% | -32.8% |
| 6M | -51.3% | +13.0% | -64.3% | -52.2% |
| YTD | -53.7% | +12.4% | -66.1% | -54.6% |
| 1Y | -83.4% | +18.5% | -102.0% | -83.4% |
| All | -99.7% | +76.5% | -176.2% | -99.6% |
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