+6,012.1%
STX vs SGI
+1,862.0%
+4,150.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | +0.4% |
| 7D | -17.3% | -3.9% | -13.3% | -16.5% |
| 30D | -35.9% | +0.9% | -36.9% | -36.4% |
| 3M | -37.3% | -2.9% | -34.4% | -37.4% |
| 6M | -35.8% | -9.0% | -26.9% | -35.3% |
| YTD | +82.7% | -29.2% | +111.9% | +94.8% |
| 1Y | +71.6% | -32.3% | +103.9% | +85.2% |
| 3Y | +635.3% | +72.4% | +562.9% | +520.1% |
| 5Y | +483.8% | +50.6% | +433.1% | +394.6% |
| 10Y | +1,967.8% | +335.2% | +1,632.5% | +1,105.4% |
| All | +6,012.1% | +1,862.0% | +4,150.1% | +1,739.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling