+3,621.5%
STX vs SPGI
+287.8%
+3,333.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.5% | -1.0% |
| 7D | +9.6% | -3.1% | +12.7% | +10.7% |
| 30D | +10.6% | +2.0% | +8.6% | +9.0% |
| 3M | +4.8% | +4.3% | +0.5% | +0.1% |
| 6M | +137.3% | -0.2% | +137.5% | +129.8% |
| YTD | +222.5% | -14.8% | +237.3% | +235.0% |
| 1Y | +366.2% | -18.5% | +384.8% | +391.1% |
| 3Y | +1,352.9% | +16.0% | +1,337.0% | +1,155.4% |
| 5Y | +1,077.4% | +2.2% | +1,075.2% | +964.9% |
| 10Y | +3,621.5% | +296.4% | +3,325.1% | +1,073.1% |
| All | +3,621.5% | +287.8% | +3,333.7% | +1,073.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling