+199.4%
STT vs ALK
-37.5%
+236.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +0.6% |
| 7D | +0.9% | +8.9% | -8.0% | -2.4% |
| 30D | -2.3% | +5.9% | -8.3% | -4.9% |
| 3M | -7.5% | -16.5% | +9.1% | -1.9% |
| 6M | +14.9% | +2.1% | +12.8% | +10.8% |
| YTD | +34.9% | -17.1% | +52.0% | +38.2% |
| 1Y | +47.1% | -2.9% | +49.9% | +40.9% |
| 3Y | +179.6% | +24.5% | +155.1% | +122.6% |
| 5Y | +107.1% | -29.1% | +136.2% | +105.7% |
| 10Y | +199.4% | -39.1% | +238.5% | +169.0% |
| All | +199.4% | -37.5% | +236.9% | +169.0% |
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