+194.0%
STT vs ALK
-45.9%
+239.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.4% |
| 7D | +4.8% | -1.2% | +5.9% | +5.1% |
| 30D | +3.9% | +7.7% | -3.8% | +0.5% |
| 3M | -8.2% | -19.0% | +10.8% | -1.5% |
| 6M | +15.6% | -0.2% | +15.8% | +12.4% |
| YTD | +37.6% | -23.5% | +61.1% | +45.2% |
| 1Y | +50.1% | -9.1% | +59.2% | +47.3% |
| 3Y | +183.1% | +12.0% | +171.0% | +134.6% |
| 5Y | +104.8% | -30.9% | +135.7% | +104.7% |
| All | +194.0% | -45.9% | +239.9% | +178.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling