+16,011.1%
STX vs SPG
+1,728.9%
+14,282.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.7% |
| 7D | +2.4% | -2.4% | +4.7% | +3.2% |
| 30D | +1.4% | -6.8% | +8.2% | +3.9% |
| 3M | -8.2% | +2.7% | -10.9% | -10.2% |
| 6M | +127.0% | +5.5% | +121.6% | +119.9% |
| YTD | +209.1% | +15.7% | +193.4% | +188.6% |
| 1Y | +365.4% | +20.9% | +344.6% | +325.9% |
| 3Y | +1,135.4% | +112.4% | +1,023.0% | +813.8% |
| 5Y | +991.5% | +101.4% | +890.2% | +716.8% |
| 10Y | +3,695.8% | +60.6% | +3,635.2% | +2,633.8% |
| All | +16,011.1% | +1,728.9% | +14,282.2% | +3,484.2% |
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 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