+252.5%
STT vs ALC
+21.6%
+231.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.3% |
| 7D | +2.2% | -3.7% | +5.8% | +4.0% |
| 30D | +3.9% | -3.7% | +7.6% | +5.7% |
| 3M | +19.2% | +4.6% | +14.6% | +15.7% |
| 6M | +60.4% | -14.6% | +75.0% | +70.9% |
| YTD | +51.5% | -11.9% | +63.3% | +58.6% |
| 1Y | +76.3% | -13.1% | +89.4% | +85.4% |
| 3Y | +200.7% | -15.0% | +215.7% | +209.2% |
| 5Y | +157.5% | -16.2% | +173.7% | +160.3% |
| All | +252.5% | +21.6% | +231.0% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling