+3,568.3%
STX vs AG
+294.5%
+3,273.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | -28.5% | +6.3% | -34.8% | -29.1% |
| 30D | -42.9% | -8.9% | -34.0% | -42.3% |
| 3M | -45.9% | -12.2% | -33.7% | -45.3% |
| 6M | -41.3% | -28.3% | -13.0% | -39.3% |
| YTD | +67.9% | -8.8% | +76.8% | +67.6% |
| 1Y | +66.5% | +39.4% | +27.2% | +58.3% |
| 3Y | +588.0% | +229.4% | +358.6% | +474.8% |
| 5Y | +449.1% | +14.5% | +434.5% | +397.7% |
| 10Y | +1,982.8% | +82.7% | +1,900.1% | +1,516.8% |
| All | +3,568.3% | +294.5% | +3,273.9% | +1,647.5% |
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