+254.6%
STT vs ALLY
+98.6%
+156.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | +0.4% | -2.8% | +3.2% | +1.9% |
| 30D | -0.4% | +1.9% | -2.3% | -1.5% |
| 3M | -6.5% | -12.1% | +5.6% | -0.3% |
| 6M | +17.2% | -9.0% | +26.2% | +22.3% |
| YTD | +38.2% | -12.9% | +51.1% | +46.8% |
| 1Y | +49.3% | -0.1% | +49.4% | +47.6% |
| 3Y | +181.9% | +64.6% | +117.3% | +105.9% |
| 5Y | +106.9% | -10.1% | +117.0% | +99.5% |
| 10Y | +203.1% | +176.7% | +26.5% | +55.8% |
| All | +254.6% | +98.6% | +156.0% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling