+8,652.1%
STX vs SPGI
+2,441.6%
+6,210.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -28.5% | +0.3% | -28.8% | -28.7% |
| 30D | -42.9% | +18.4% | -61.3% | -47.7% |
| 3M | -45.9% | +15.7% | -61.6% | -50.3% |
| 6M | -41.3% | +17.3% | -58.6% | -47.9% |
| YTD | +67.9% | -4.7% | +72.7% | +63.4% |
| 1Y | +66.5% | +1.8% | +64.7% | +55.9% |
| 3Y | +588.0% | +31.7% | +556.3% | +457.1% |
| 5Y | +449.1% | +12.1% | +437.0% | +376.6% |
| 10Y | +1,982.8% | +341.9% | +1,640.9% | +725.3% |
| All | +8,652.1% | +2,441.6% | +6,210.5% | +956.8% |
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