+15.4%
STLA vs ALK
-41.7%
+57.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -4.5% | +9.0% | -13.6% | -8.0% |
| 30D | -3.9% | -1.6% | -2.3% | -3.5% |
| 3M | -20.2% | -23.2% | +3.0% | -11.5% |
| 6M | -42.2% | -3.9% | -38.3% | -42.5% |
| YTD | -59.3% | -22.6% | -36.7% | -57.0% |
| 1Y | -56.1% | -5.3% | -50.7% | -57.6% |
| 3Y | -73.7% | +18.6% | -92.2% | -78.3% |
| 5Y | -70.3% | -34.4% | -35.9% | -68.9% |
| All | +15.4% | -41.7% | +57.1% | +26.0% |
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