+46.8%
STT vs ALLY
-0.9%
+47.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +5.1% | -2.1% | +7.3% | +6.2% |
| 30D | -0.2% | +2.0% | -2.2% | -1.2% |
| 3M | -8.1% | -13.3% | +5.2% | -2.0% |
| 6M | +16.6% | -9.9% | +26.5% | +21.6% |
| YTD | +37.8% | -13.5% | +51.4% | +46.0% |
| 1Y | +46.8% | -2.8% | +49.6% | +47.2% |
| All | +46.8% | -0.9% | +47.8% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling