+2,038.9%
STX vs SGI
+318.6%
+1,720.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.4% |
| 7D | +16.8% | -10.7% | +27.5% | +20.2% |
| 30D | -27.0% | -3.6% | -23.5% | -26.7% |
| 3M | -37.9% | -5.4% | -32.5% | -37.5% |
| 6M | -32.5% | -7.0% | -25.5% | -32.3% |
| YTD | +98.6% | -31.6% | +130.2% | +113.9% |
| 1Y | +93.6% | -33.5% | +127.1% | +110.3% |
| 3Y | +699.1% | +66.5% | +632.6% | +576.8% |
| 5Y | +481.0% | +42.2% | +438.8% | +391.8% |
| All | +2,038.9% | +318.6% | +1,720.4% | +1,274.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling