+698.5%
STX vs SPGI
+28.6%
+669.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +16.8% | -0.8% | +17.7% | +16.8% |
| 30D | -27.0% | +14.3% | -41.3% | -27.1% |
| 3M | -37.9% | +14.5% | -52.4% | -38.1% |
| 6M | -32.5% | +17.3% | -49.8% | -33.8% |
| YTD | +98.6% | -4.6% | +103.2% | +108.9% |
| 1Y | +93.6% | +0.8% | +92.8% | +97.7% |
| All | +698.5% | +28.6% | +669.9% | +590.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling