+10,374.7%
STX vs SPG
+1,971.9%
+8,402.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +9.9% |
| 7D | -1.0% | +2.7% | -3.7% | -1.8% |
| 30D | -26.8% | +16.6% | -43.3% | -31.0% |
| 3M | -32.7% | +8.1% | -40.8% | -34.9% |
| 6M | -33.7% | +19.3% | -53.1% | -38.9% |
| YTD | +101.0% | +31.1% | +69.9% | +78.6% |
| 1Y | +92.7% | +32.8% | +59.9% | +70.4% |
| 3Y | +708.7% | +135.8% | +572.9% | +474.7% |
| 5Y | +504.0% | +85.1% | +418.9% | +364.5% |
| 10Y | +2,108.4% | +115.9% | +1,992.4% | +1,308.7% |
| All | +10,374.7% | +1,971.9% | +8,402.8% | +2,118.7% |
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