+2,038.9%
STX vs SPG
+114.5%
+1,924.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +16.8% | +3.1% | +13.7% | +15.9% |
| 30D | -27.0% | +16.4% | -43.5% | -30.2% |
| 3M | -37.9% | +7.1% | -44.9% | -39.2% |
| 6M | -32.5% | +16.1% | -48.6% | -36.0% |
| YTD | +98.6% | +30.4% | +68.2% | +81.6% |
| 1Y | +93.6% | +33.0% | +60.6% | +75.9% |
| 3Y | +699.1% | +134.6% | +564.4% | +518.0% |
| 5Y | +481.0% | +84.9% | +396.1% | +369.9% |
| All | +2,038.9% | +114.5% | +1,924.4% | +1,631.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling