+1,972.8%
STX vs AG
+76.0%
+1,896.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.8% |
| 7D | +14.6% | -10.0% | +24.6% | +16.0% |
| 30D | -26.0% | -10.5% | -15.5% | -25.0% |
| 3M | -42.6% | -27.3% | -15.4% | -40.6% |
| 6M | -35.3% | -43.0% | +7.7% | -31.5% |
| YTD | +92.5% | -17.9% | +110.4% | +95.1% |
| 1Y | +102.4% | +11.9% | +90.5% | +99.1% |
| 3Y | +673.8% | +201.8% | +472.0% | +581.3% |
| 5Y | +463.1% | -0.1% | +463.1% | +426.2% |
| All | +1,972.8% | +76.0% | +1,896.8% | +1,669.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling