+780.7%
STM vs ALLE
+260.9%
+519.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.2% |
| 7D | +5.8% | -0.2% | +6.0% | +5.9% |
| 30D | -1.0% | -6.8% | +5.8% | +3.4% |
| 3M | -33.3% | +21.0% | -54.3% | -42.5% |
| 6M | +57.4% | +1.1% | +56.3% | +52.4% |
| YTD | +102.2% | -0.5% | +102.7% | +96.5% |
| 1Y | +99.6% | -7.3% | +106.9% | +103.6% |
| 3Y | +14.5% | +42.3% | -27.7% | -14.0% |
| 5Y | +21.4% | +13.5% | +7.9% | +3.7% |
| 10Y | +695.0% | +144.0% | +550.9% | +327.0% |
| All | +780.7% | +260.9% | +519.8% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 all: compounded portfolio wealth divided by compounded ALLE 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…
all analysis · Full analysis span regression · 6 months rolling