+19.8%
STLA vs ALK
-37.5%
+57.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -3.2% |
| 7D | -6.4% | +8.9% | -15.3% | -9.8% |
| 30D | -1.3% | +5.9% | -7.3% | -4.0% |
| 3M | -19.9% | -16.5% | -3.4% | -14.4% |
| 6M | -42.9% | +2.1% | -45.0% | -44.7% |
| YTD | -59.4% | -17.1% | -42.3% | -58.4% |
| 1Y | -56.8% | -2.9% | -54.0% | -58.8% |
| 3Y | -73.1% | +24.5% | -97.5% | -78.3% |
| 5Y | -70.1% | -29.1% | -41.0% | -69.7% |
| 10Y | +19.8% | -39.1% | +58.9% | +25.5% |
| All | +19.8% | -37.5% | +57.2% | +25.5% |
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