+476.2%
STX vs SPG
+84.0%
+392.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +14.6% | +2.0% | +12.6% | +13.7% |
| 30D | -26.0% | +17.2% | -43.2% | -31.4% |
| 3M | -42.6% | +6.3% | -48.9% | -44.4% |
| 6M | -35.3% | +18.7% | -54.0% | -41.9% |
| YTD | +92.5% | +30.1% | +62.4% | +63.2% |
| 1Y | +102.4% | +32.8% | +69.6% | +69.5% |
| 3Y | +673.8% | +133.6% | +540.2% | +357.2% |
| All | +476.2% | +84.0% | +392.2% | +253.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling