+99.4%
STT vs ALK
-34.8%
+134.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.5% | +9.0% | -11.5% | -5.3% |
| 30D | -5.0% | -1.6% | -3.3% | -4.8% |
| 3M | -10.5% | -23.2% | +12.7% | -3.2% |
| 6M | +10.0% | -3.9% | +13.9% | +8.7% |
| YTD | +30.7% | -22.6% | +53.3% | +36.9% |
| 1Y | +43.8% | -5.3% | +49.1% | +39.3% |
| 3Y | +168.1% | +18.6% | +149.5% | +113.5% |
| All | +99.4% | -34.8% | +134.2% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling