+443.6%
STX vs SPGI
+11.1%
+432.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -28.5% | +0.3% | -28.8% | -28.6% |
| 30D | -42.9% | +18.4% | -61.3% | -45.7% |
| 3M | -45.9% | +15.7% | -61.6% | -48.5% |
| 6M | -41.3% | +17.3% | -58.6% | -45.7% |
| YTD | +67.9% | -4.7% | +72.7% | +70.0% |
| 1Y | +66.5% | +1.8% | +64.7% | +61.9% |
| 3Y | +588.0% | +31.7% | +556.3% | +466.8% |
| All | +443.6% | +11.1% | +432.5% | +369.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling