+16,011.1%
STX vs SPGI
+2,309.6%
+13,701.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.1% |
| 7D | +2.4% | +0.1% | +2.2% | +2.1% |
| 30D | +1.4% | +8.4% | -7.0% | -3.1% |
| 3M | -8.2% | +11.8% | -20.1% | -15.7% |
| 6M | +127.0% | +5.7% | +121.3% | +112.9% |
| YTD | +209.1% | -9.7% | +218.8% | +211.1% |
| 1Y | +365.4% | -12.5% | +377.9% | +370.4% |
| 3Y | +1,135.4% | +21.8% | +1,113.6% | +945.1% |
| 5Y | +991.5% | +8.2% | +983.3% | +868.6% |
| 10Y | +3,695.8% | +309.5% | +3,386.3% | +1,474.4% |
| All | +16,011.1% | +2,309.6% | +13,701.5% | +1,912.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling