+3,343.4%
STX vs AGI
+392.3%
+2,951.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.8% |
| 7D | -2.3% | -2.7% | +0.5% | -2.0% |
| 30D | -5.5% | +7.2% | -12.7% | -6.1% |
| 3M | -4.3% | +4.3% | -8.6% | -4.9% |
| 6M | +115.6% | -27.1% | +142.7% | +119.8% |
| YTD | +202.2% | -6.6% | +208.8% | +201.4% |
| 1Y | +325.3% | +9.5% | +315.8% | +319.0% |
| 3Y | +1,283.9% | +208.4% | +1,075.5% | +1,172.6% |
| 5Y | +1,048.3% | +401.6% | +646.7% | +924.6% |
| All | +3,343.4% | +392.3% | +2,951.1% | +2,988.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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