+1,967.8%
STX vs SPGI
+335.3%
+1,632.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -17.3% | +1.6% | -18.9% | -17.8% |
| 30D | -35.9% | +16.1% | -52.0% | -39.9% |
| 3M | -37.3% | +15.5% | -52.8% | -41.5% |
| 6M | -35.8% | +19.6% | -55.5% | -42.6% |
| YTD | +82.7% | -3.6% | +86.3% | +79.6% |
| 1Y | +71.6% | +2.2% | +69.4% | +63.0% |
| 3Y | +635.3% | +30.1% | +605.2% | +506.4% |
| 5Y | +483.8% | +14.9% | +468.8% | +402.7% |
| 10Y | +1,967.8% | +334.0% | +1,633.8% | +552.6% |
| All | +1,967.8% | +335.3% | +1,632.4% | +552.6% |
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