+2,071.0%
STX vs SPG
+117.3%
+1,953.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.0% | +7.8% | +9.2% |
| 7D | -14.8% | +5.1% | -19.8% | -15.9% |
| 30D | -35.4% | +16.8% | -52.2% | -38.2% |
| 3M | -37.7% | +5.7% | -43.3% | -38.8% |
| 6M | -35.2% | +17.8% | -53.0% | -38.9% |
| YTD | +84.4% | +30.1% | +54.3% | +68.7% |
| 1Y | +82.3% | +32.8% | +49.5% | +65.6% |
| 3Y | +646.2% | +137.2% | +509.0% | +475.1% |
| 5Y | +487.4% | +81.5% | +406.0% | +377.0% |
| 10Y | +2,071.0% | +116.5% | +1,954.5% | +1,630.2% |
| All | +2,071.0% | +117.3% | +1,953.7% | +1,630.2% |
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