+2,071.0%
STX vs SPGI
+335.6%
+1,735.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.1% | +9.5% |
| 7D | -14.8% | -0.9% | -13.9% | -14.5% |
| 30D | -35.4% | +15.5% | -50.9% | -39.3% |
| 3M | -37.7% | +15.7% | -53.3% | -41.9% |
| 6M | -35.2% | +19.1% | -54.3% | -42.0% |
| YTD | +84.4% | -4.1% | +88.4% | +81.6% |
| 1Y | +82.3% | +1.2% | +81.1% | +73.9% |
| 3Y | +646.2% | +31.6% | +614.6% | +511.2% |
| 5Y | +487.4% | +12.4% | +475.0% | +411.3% |
| 10Y | +2,071.0% | +334.3% | +1,736.7% | +594.3% |
| All | +2,071.0% | +335.6% | +1,735.4% | +594.3% |
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