+201.0%
STT vs ALLE
+233.6%
-32.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.6% |
| 7D | +0.9% | -0.6% | +1.6% | +1.3% |
| 30D | -2.3% | +26.6% | -28.9% | -15.4% |
| 3M | -7.0% | +13.2% | -20.2% | -14.2% |
| 6M | +15.5% | +42.9% | -27.4% | -8.5% |
| YTD | +35.6% | +21.0% | +14.6% | +17.5% |
| 1Y | +47.9% | +15.2% | +32.7% | +32.2% |
| 3Y | +181.1% | +95.6% | +85.5% | +73.6% |
| 5Y | +108.2% | +53.4% | +54.8% | +47.6% |
| 10Y | +201.0% | +221.5% | -20.5% | +48.9% |
| All | +201.0% | +233.6% | -32.6% | +48.9% |
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