+1.5%
STLA vs ALK
-45.9%
+47.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.4% |
| 7D | -13.8% | -1.2% | -12.6% | -13.4% |
| 30D | -10.5% | +7.7% | -18.2% | -13.5% |
| 3M | -28.9% | -19.0% | -9.9% | -22.8% |
| 6M | -49.7% | -0.2% | -49.5% | -50.9% |
| YTD | -64.9% | -23.5% | -41.4% | -62.8% |
| 1Y | -64.0% | -9.1% | -54.9% | -64.7% |
| 3Y | -77.4% | +12.0% | -89.5% | -81.0% |
| 5Y | -74.4% | -30.9% | -43.6% | -73.8% |
| All | +1.5% | -45.9% | +47.4% | +4.4% |
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