+154.5%
STT vs ALLE
+13.7%
+140.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +3.9% | -6.8% | +10.7% | +7.5% |
| 3M | +20.0% | +21.0% | -1.1% | +7.3% |
| 6M | +55.3% | +1.1% | +54.2% | +52.8% |
| YTD | +53.3% | -0.5% | +53.9% | +51.0% |
| 1Y | +74.7% | -7.3% | +82.0% | +78.7% |
| 3Y | +205.8% | +42.3% | +163.6% | +135.5% |
| All | +154.5% | +13.7% | +140.7% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling