+202.9%
STT vs ALLE
+222.4%
-19.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -2.5% | -0.6% | -1.9% | -2.2% |
| 30D | -5.0% | +25.3% | -30.3% | -17.2% |
| 3M | -10.5% | +10.3% | -20.8% | -16.2% |
| 6M | +10.0% | +38.0% | -28.0% | -11.2% |
| YTD | +30.7% | +17.8% | +12.9% | +15.0% |
| 1Y | +43.8% | +13.6% | +30.2% | +29.4% |
| 3Y | +168.1% | +89.2% | +78.9% | +68.7% |
| 5Y | +101.4% | +51.1% | +50.3% | +43.8% |
| All | +202.9% | +222.4% | -19.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling