+381.8%
STX vs SGI
-19.6%
+401.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.5% |
| 7D | +10.7% | +9.3% | +1.5% | +9.4% |
| 30D | +11.3% | +6.9% | +4.4% | +10.2% |
| 3M | +3.2% | +2.8% | +0.4% | +2.0% |
| 6M | +157.0% | -12.6% | +169.6% | +161.0% |
| YTD | +229.2% | -21.5% | +250.7% | +238.8% |
| 1Y | +381.8% | -18.8% | +400.6% | +403.2% |
| All | +381.8% | -19.6% | +401.5% | +403.2% |
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