-99.9%
SXTP vs SPY
+79.1%
-179.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -10.8% | +0.1% | -10.9% | -10.8% |
| 30D | -24.7% | +0.1% | -24.7% | -24.7% |
| 3M | -39.9% | +2.0% | -41.9% | -40.1% |
| 6M | -59.5% | +13.0% | -72.5% | -60.3% |
| YTD | -54.8% | +13.5% | -68.3% | -55.6% |
| 1Y | -84.5% | +20.0% | -104.4% | -84.4% |
| 3Y | -99.7% | +77.2% | -176.9% | -99.7% |
| All | -99.9% | +79.1% | -179.0% | -99.9% |
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