+1,077.4%
STX vs AGI
+392.7%
+684.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.2% |
| 7D | +9.6% | +2.2% | +7.4% | +9.1% |
| 30D | +10.6% | +11.3% | -0.7% | +8.5% |
| 3M | +4.8% | +5.6% | -0.9% | +3.2% |
| 6M | +137.3% | -27.7% | +164.9% | +146.4% |
| YTD | +222.5% | -4.1% | +226.6% | +218.3% |
| 1Y | +366.2% | +13.8% | +352.4% | +347.5% |
| 3Y | +1,352.9% | +217.0% | +1,135.9% | +1,095.2% |
| 5Y | +1,077.4% | +404.3% | +673.1% | +823.5% |
| All | +1,077.4% | +392.7% | +684.8% | +823.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling