+1,972.8%
STX vs SPGI
+333.9%
+1,639.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | +14.6% | +1.2% | +13.4% | +14.1% |
| 30D | -26.0% | +15.9% | -41.9% | -30.6% |
| 3M | -42.6% | +12.3% | -54.9% | -45.8% |
| 6M | -35.3% | +23.7% | -59.0% | -43.0% |
| YTD | +92.5% | -3.5% | +96.0% | +89.1% |
| 1Y | +102.4% | +0.4% | +102.0% | +94.2% |
| 3Y | +673.8% | +29.9% | +643.9% | +538.5% |
| 5Y | +463.1% | +15.2% | +447.9% | +384.2% |
| All | +1,972.8% | +333.9% | +1,639.0% | +540.1% |
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