+3,676.0%
STX vs SPG
+61.5%
+3,614.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.2% |
| 7D | +10.7% | 0.0% | +10.7% | +10.7% |
| 30D | +11.3% | -4.9% | +16.2% | +12.8% |
| 3M | +3.2% | +3.3% | -0.1% | +1.4% |
| 6M | +157.0% | +11.2% | +145.8% | +146.6% |
| YTD | +229.2% | +17.1% | +212.2% | +210.8% |
| 1Y | +381.8% | +21.6% | +360.3% | +348.7% |
| 3Y | +1,383.2% | +111.9% | +1,271.3% | +1,080.7% |
| 5Y | +1,144.9% | +106.9% | +1,038.0% | +889.5% |
| 10Y | +3,676.0% | +62.2% | +3,613.8% | +3,168.2% |
| All | +3,676.0% | +61.5% | +3,614.5% | +3,168.2% |
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 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