+199.4%
STT vs ALLY
+201.0%
-1.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.7% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -2.3% | +3.4% | -5.8% | -4.1% |
| 3M | -7.5% | -11.1% | +3.6% | -1.9% |
| 6M | +14.9% | -11.5% | +26.4% | +21.6% |
| YTD | +34.9% | -12.3% | +47.2% | +42.9% |
| 1Y | +47.1% | +1.1% | +46.0% | +44.5% |
| 3Y | +179.6% | +64.8% | +114.8% | +103.0% |
| 5Y | +107.1% | -6.9% | +114.0% | +96.3% |
| 10Y | +199.4% | +194.9% | +4.5% | +52.3% |
| All | +199.4% | +201.0% | -1.6% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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