+53.1%
STLA vs ALK
-34.2%
+87.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.6% |
| 7D | +2.6% | -0.7% | +3.2% | +2.8% |
| 30D | -1.2% | -19.2% | +18.0% | +7.5% |
| 3M | -24.8% | -1.5% | -23.2% | -25.6% |
| 6M | -25.6% | -13.1% | -12.5% | -23.3% |
| YTD | -48.9% | -16.4% | -32.5% | -47.6% |
| 1Y | -38.8% | -33.1% | -5.7% | -31.3% |
| 3Y | -64.5% | +0.6% | -65.2% | -68.5% |
| 5Y | -62.4% | -26.4% | -36.0% | -62.6% |
| All | +53.1% | -34.2% | +87.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling