+50.1%
STT vs ALLE
+15.3%
+34.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +4.8% | +3.6% | +1.2% | +4.3% |
| 30D | +3.9% | +25.9% | -22.0% | +1.3% |
| 3M | -8.2% | +15.8% | -23.9% | -9.5% |
| 6M | +15.6% | +48.1% | -32.5% | +8.9% |
| YTD | +37.6% | +22.0% | +15.7% | +32.4% |
| 1Y | +50.1% | +18.0% | +32.1% | +46.3% |
| All | +50.1% | +15.3% | +34.8% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling