+123.8%
STX vs SPG
+34.3%
+89.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.9% | -11.0% | -6.1% |
| 7D | -20.2% | +8.2% | -28.4% | -15.6% |
| 30D | -37.2% | +13.5% | -50.7% | -31.5% |
| 3M | -34.1% | +2.2% | -36.3% | -32.1% |
| 6M | -24.5% | +15.9% | -40.3% | -21.6% |
| YTD | +102.9% | +27.6% | +75.4% | +111.3% |
| 1Y | +123.8% | +30.9% | +92.9% | +134.2% |
| All | +123.8% | +34.3% | +89.5% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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