+225.8%
STT vs ALLE
+331.3%
-105.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -3.1% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -6.0% | +20.6% | -26.6% | -16.2% |
| 3M | -11.7% | +11.4% | -23.1% | -17.8% |
| 6M | +11.7% | +42.5% | -30.9% | -11.3% |
| YTD | +30.4% | +18.9% | +11.5% | +14.3% |
| 1Y | +43.9% | +14.2% | +29.8% | +29.2% |
| 3Y | +165.4% | +90.7% | +74.7% | +68.3% |
| 5Y | +101.0% | +52.5% | +48.5% | +43.9% |
| 10Y | +210.7% | +231.2% | -20.5% | +40.5% |
| All | +225.8% | +331.3% | -105.5% | +32.0% |
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