-64.6%
STLA vs ALK
+2.1%
-66.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.7% |
| 7D | +2.6% | -0.7% | +3.2% | +2.8% |
| 30D | -1.2% | -19.2% | +18.0% | +6.1% |
| 3M | -24.8% | -1.5% | -23.2% | -25.6% |
| 6M | -25.6% | -13.1% | -12.5% | -23.8% |
| YTD | -48.9% | -16.4% | -32.5% | -48.1% |
| 1Y | -38.8% | -33.1% | -5.7% | -32.6% |
| All | -64.6% | +2.1% | -66.7% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling