+197.6%
STT vs ALK
-39.7%
+237.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.1% | +12.9% | -11.8% | -3.5% |
| 30D | -1.9% | +5.5% | -7.4% | -4.3% |
| 3M | -7.6% | -12.1% | +4.5% | -3.8% |
| 6M | +16.0% | +1.7% | +14.3% | +12.0% |
| YTD | +36.2% | -17.4% | +53.6% | +39.7% |
| 1Y | +46.8% | -1.9% | +48.7% | +40.1% |
| 3Y | +177.8% | +21.2% | +156.5% | +123.7% |
| 5Y | +105.8% | -27.8% | +133.6% | +102.9% |
| 10Y | +197.6% | -41.0% | +238.6% | +171.0% |
| All | +197.6% | -39.7% | +237.3% | +171.0% |
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