+6,652.8%
STX vs AG
+445.6%
+6,207.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.6% |
| 7D | +2.4% | +1.0% | +1.3% | +2.2% |
| 30D | +1.4% | +19.2% | -17.8% | -1.0% |
| 3M | -8.2% | +6.2% | -14.4% | -9.2% |
| 6M | +127.0% | -26.7% | +153.7% | +133.2% |
| YTD | +209.1% | +26.1% | +183.0% | +197.2% |
| 1Y | +365.4% | +131.7% | +233.8% | +315.5% |
| 3Y | +1,135.4% | +255.3% | +880.0% | +917.5% |
| 5Y | +991.5% | +61.9% | +929.6% | +849.7% |
| 10Y | +3,695.8% | +72.0% | +3,623.8% | +2,866.1% |
| All | +6,652.8% | +445.6% | +6,207.1% | +2,998.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling