+3,676.0%
STX vs SGI
+261.3%
+3,414.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.6% |
| 7D | +10.7% | +9.3% | +1.5% | +8.2% |
| 30D | +11.3% | +6.9% | +4.4% | +9.2% |
| 3M | +3.2% | +2.8% | +0.4% | +1.5% |
| 6M | +157.0% | -12.6% | +169.6% | +162.3% |
| YTD | +229.2% | -21.5% | +250.7% | +244.1% |
| 1Y | +381.8% | -18.8% | +400.6% | +397.9% |
| 3Y | +1,383.2% | +60.8% | +1,322.3% | +1,174.8% |
| 5Y | +1,144.9% | +60.0% | +1,084.9% | +932.8% |
| 10Y | +3,676.0% | +267.8% | +3,408.2% | +2,361.5% |
| All | +3,676.0% | +261.3% | +3,414.7% | +2,361.5% |
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