+123.8%
STX vs SPGI
+3.2%
+120.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.4% | -11.5% | -6.4% |
| 7D | -20.2% | +7.2% | -27.4% | -17.2% |
| 30D | -37.2% | +23.2% | -60.4% | -30.4% |
| 3M | -34.1% | +17.0% | -51.1% | -28.4% |
| 6M | -24.5% | +20.4% | -44.9% | -16.4% |
| YTD | +102.9% | -1.9% | +104.8% | +122.7% |
| 1Y | +123.8% | +2.9% | +120.9% | +161.4% |
| All | +123.8% | +3.2% | +120.6% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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