+106.9%
STT vs ALK
-28.7%
+135.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +0.4% | +2.6% | -2.1% | -0.4% |
| 30D | -0.4% | +7.8% | -8.2% | -3.2% |
| 3M | -6.5% | -15.2% | +8.7% | -2.0% |
| 6M | +17.2% | +5.0% | +12.1% | +12.5% |
| YTD | +38.2% | -18.4% | +56.6% | +42.3% |
| 1Y | +49.3% | -2.4% | +51.7% | +43.4% |
| 3Y | +181.9% | +19.8% | +162.2% | +125.3% |
| 5Y | +106.9% | -27.8% | +134.7% | +112.5% |
| All | +106.9% | -28.7% | +135.6% | +112.5% |
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