+194.0%
STT vs ALLE
+211.7%
-17.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | +4.8% | +3.6% | +1.2% | +2.7% |
| 30D | +3.9% | +25.9% | -22.0% | -9.6% |
| 3M | -8.2% | +15.8% | -23.9% | -16.4% |
| 6M | +15.6% | +48.1% | -32.5% | -10.4% |
| YTD | +37.6% | +22.0% | +15.7% | +18.8% |
| 1Y | +50.1% | +18.0% | +32.1% | +32.1% |
| 3Y | +183.1% | +93.1% | +90.0% | +76.3% |
| 5Y | +104.8% | +52.1% | +52.8% | +46.1% |
| All | +194.0% | +211.7% | -17.7% | +43.5% |
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