+204.2%
STT vs ALC
+31.8%
+172.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.2% |
| 7D | -2.5% | +4.9% | -7.4% | -4.8% |
| 30D | -5.0% | +19.0% | -23.9% | -12.8% |
| 3M | -10.5% | +7.8% | -18.2% | -14.2% |
| 6M | +10.0% | +14.6% | -4.6% | +1.6% |
| YTD | +30.7% | -4.4% | +35.1% | +31.1% |
| 1Y | +43.8% | +1.4% | +42.4% | +39.6% |
| 3Y | +168.1% | +2.5% | +165.6% | +148.1% |
| 5Y | +101.4% | -10.9% | +112.3% | +97.8% |
| All | +204.2% | +31.8% | +172.4% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling