+10,249.8%
STX vs SPGI
+2,445.5%
+7,804.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.5% |
| 7D | +16.8% | -0.8% | +17.7% | +17.4% |
| 30D | -27.0% | +14.3% | -41.3% | -31.9% |
| 3M | -37.9% | +14.5% | -52.4% | -42.6% |
| 6M | -32.5% | +17.3% | -49.8% | -40.0% |
| YTD | +98.6% | -4.6% | +103.2% | +93.2% |
| 1Y | +93.6% | +0.8% | +92.8% | +82.4% |
| 3Y | +699.1% | +28.8% | +670.3% | +555.2% |
| 5Y | +481.0% | +14.0% | +467.1% | +400.3% |
| 10Y | +2,082.0% | +332.5% | +1,749.5% | +774.7% |
| All | +10,249.8% | +2,445.5% | +7,804.3% | +1,149.4% |
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