+443.6%
STX vs SGI
+49.9%
+393.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.5% |
| 7D | -28.5% | +1.0% | -29.4% | -28.9% |
| 30D | -42.9% | +3.9% | -46.8% | -44.0% |
| 3M | -45.9% | -0.8% | -45.1% | -46.3% |
| 6M | -41.3% | -18.0% | -23.3% | -38.5% |
| YTD | +67.9% | -27.6% | +95.6% | +82.0% |
| 1Y | +66.5% | -27.2% | +93.8% | +80.5% |
| 3Y | +588.0% | +76.0% | +512.0% | +421.5% |
| All | +443.6% | +49.9% | +393.7% | +295.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling