+46.8%
STT vs ALK
-5.3%
+52.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.1% | +12.9% | -11.8% | -1.3% |
| 30D | -1.9% | +5.5% | -7.4% | -3.1% |
| 3M | -7.6% | -12.1% | +4.5% | -5.6% |
| 6M | +16.0% | +1.7% | +14.3% | +13.5% |
| YTD | +36.2% | -17.4% | +53.6% | +39.8% |
| 1Y | +46.8% | -1.9% | +48.7% | +40.7% |
| All | +46.8% | -5.3% | +52.1% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling