+1,383.2%
STX vs AGI
+208.5%
+1,174.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.4% | +7.9% | +6.7% |
| 7D | +10.7% | +4.4% | +6.4% | +9.9% |
| 30D | +11.3% | +10.0% | +1.3% | +9.2% |
| 3M | +3.2% | +1.7% | +1.5% | +2.2% |
| 6M | +157.0% | -26.8% | +183.8% | +166.9% |
| YTD | +229.2% | -5.3% | +234.5% | +224.6% |
| 1Y | +381.8% | +11.5% | +370.4% | +360.9% |
| 3Y | +1,383.2% | +212.9% | +1,170.3% | +1,145.5% |
| All | +1,383.2% | +208.5% | +1,174.7% | +1,145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling