+8,652.1%
STX vs SPG
+1,916.0%
+6,736.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -28.5% | +4.9% | -33.4% | -29.8% |
| 30D | -42.9% | +15.6% | -58.5% | -46.1% |
| 3M | -45.9% | +4.1% | -50.0% | -47.0% |
| 6M | -41.3% | +13.6% | -54.9% | -44.9% |
| YTD | +67.9% | +27.5% | +40.4% | +50.7% |
| 1Y | +66.5% | +32.2% | +34.3% | +47.3% |
| 3Y | +588.0% | +126.0% | +462.0% | +396.2% |
| 5Y | +449.1% | +74.7% | +374.3% | +330.8% |
| 10Y | +1,982.8% | +112.8% | +1,870.0% | +1,234.0% |
| All | +8,652.1% | +1,916.0% | +6,736.1% | +1,771.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling