+154.5%
STT vs ALK
-25.3%
+179.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.3% |
| 7D | +0.5% | -0.7% | +1.1% | +0.7% |
| 30D | +3.9% | -19.2% | +23.1% | +10.9% |
| 3M | +20.0% | -1.5% | +21.5% | +18.8% |
| 6M | +55.3% | -13.1% | +68.4% | +58.3% |
| YTD | +53.3% | -16.4% | +69.8% | +57.4% |
| 1Y | +74.7% | -33.1% | +107.8% | +93.1% |
| 3Y | +205.8% | +0.6% | +205.2% | +170.6% |
| All | +154.5% | -25.3% | +179.7% | +148.9% |
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