+6,216.0%
STT vs ALK
+765.2%
+5,450.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -3.6% |
| 7D | -4.9% | +7.1% | -12.0% | -7.2% |
| 30D | -6.0% | -3.0% | -3.0% | -5.4% |
| 3M | -11.7% | -25.6% | +14.0% | -3.3% |
| 6M | +11.7% | +0.5% | +11.2% | +8.9% |
| YTD | +30.4% | -23.1% | +53.5% | +36.8% |
| 1Y | +43.9% | -7.5% | +51.5% | +41.4% |
| 3Y | +165.4% | +15.3% | +150.1% | +129.1% |
| 5Y | +101.0% | -34.8% | +135.8% | +107.5% |
| 10Y | +210.7% | -41.2% | +251.8% | +203.5% |
| All | +6,216.0% | +765.2% | +5,450.8% | +1,883.9% |
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 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