+73.2%
STX vs SPG
+32.2%
+40.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.0% | +7.8% | +11.0% |
| 7D | -14.8% | +5.1% | -19.8% | -12.0% |
| 30D | -35.4% | +16.8% | -52.2% | -28.7% |
| 3M | -37.7% | +5.7% | -43.3% | -34.8% |
| 6M | -35.2% | +17.8% | -53.0% | -32.7% |
| YTD | +84.4% | +30.1% | +54.3% | +89.6% |
| All | +73.2% | +32.2% | +40.9% | +76.4% |
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