+197.6%
STT vs ALLE
+217.2%
-19.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | +1.1% | +0.1% | +1.1% | +1.1% |
| 30D | -1.9% | +25.9% | -27.8% | -14.7% |
| 3M | -7.6% | +14.9% | -22.5% | -15.5% |
| 6M | +16.0% | +42.1% | -26.1% | -7.9% |
| YTD | +36.2% | +20.4% | +15.8% | +18.4% |
| 1Y | +46.8% | +14.9% | +31.9% | +31.4% |
| 3Y | +177.8% | +90.1% | +87.7% | +74.8% |
| 5Y | +105.8% | +53.0% | +52.9% | +46.1% |
| 10Y | +197.6% | +208.8% | -11.3% | +47.0% |
| All | +197.6% | +217.2% | -19.7% | +47.0% |
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