+283.1%
STT vs ALLE
+260.9%
+22.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +3.9% | -6.8% | +10.7% | +8.0% |
| 3M | +20.0% | +21.0% | -1.1% | +5.6% |
| 6M | +55.3% | +1.1% | +54.2% | +51.8% |
| YTD | +53.3% | -0.5% | +53.9% | +50.2% |
| 1Y | +74.7% | -7.3% | +82.0% | +78.1% |
| 3Y | +205.8% | +42.3% | +163.6% | +132.6% |
| 5Y | +145.0% | +13.5% | +131.5% | +111.0% |
| 10Y | +266.0% | +144.0% | +122.0% | +98.2% |
| All | +283.1% | +260.9% | +22.2% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling