+381.8%
STX vs SPG
+22.1%
+359.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +7.2% |
| 7D | +10.7% | 0.0% | +10.7% | +10.7% |
| 30D | +11.3% | -4.9% | +16.2% | +8.1% |
| 3M | +3.2% | +3.3% | -0.1% | +1.7% |
| 6M | +157.0% | +11.2% | +145.8% | +151.6% |
| YTD | +229.2% | +17.1% | +212.2% | +231.3% |
| 1Y | +381.8% | +21.6% | +360.3% | +409.0% |
| All | +381.8% | +22.1% | +359.7% | +409.0% |
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