+6,228.6%
STT vs ALK
+770.6%
+5,458.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.5% | +9.0% | -11.5% | -5.5% |
| 30D | -5.0% | -1.6% | -3.3% | -4.8% |
| 3M | -10.5% | -23.2% | +12.7% | -3.0% |
| 6M | +10.0% | -3.9% | +13.9% | +8.9% |
| YTD | +30.7% | -22.6% | +53.3% | +36.8% |
| 1Y | +43.8% | -5.3% | +49.1% | +40.1% |
| 3Y | +168.1% | +18.6% | +149.5% | +129.2% |
| 5Y | +101.4% | -34.4% | +135.8% | +107.5% |
| 10Y | +211.3% | -40.8% | +252.1% | +203.5% |
| All | +6,228.6% | +770.6% | +5,458.0% | +1,883.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling