+123.8%
STX vs SGI
-10.7%
+134.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.8% | -15.0% | -8.7% |
| 7D | -20.2% | +12.1% | -32.2% | -21.2% |
| 30D | -37.2% | +12.1% | -49.3% | -38.1% |
| 3M | -34.1% | +0.4% | -34.5% | -33.7% |
| 6M | -24.5% | -4.0% | -20.5% | -23.8% |
| YTD | +102.9% | -21.2% | +124.2% | +111.7% |
| 1Y | +123.8% | -12.1% | +135.9% | +125.3% |
| All | +123.8% | -10.7% | +134.5% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling