-25.6%
STLA vs ALK
-16.4%
-9.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.8% |
| 7D | +2.6% | -0.7% | +3.2% | +2.8% |
| 30D | -1.2% | -19.2% | +18.0% | +5.7% |
| 3M | -24.8% | -1.5% | -23.2% | -26.3% |
| 6M | -25.6% | -13.1% | -12.5% | -23.6% |
| All | -25.6% | -16.4% | -9.1% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling