+293.4%
STT vs ALLY
+124.8%
+168.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +0.5% | +3.7% | -3.2% | -1.3% |
| 30D | +3.9% | -2.3% | +6.1% | +5.0% |
| 3M | +20.0% | +3.8% | +16.1% | +17.3% |
| 6M | +55.3% | +9.7% | +45.6% | +47.1% |
| YTD | +53.3% | -1.4% | +54.7% | +53.1% |
| 1Y | +74.7% | +8.2% | +66.5% | +65.6% |
| 3Y | +205.8% | +66.5% | +139.4% | +121.9% |
| 5Y | +145.0% | +1.2% | +143.8% | +122.1% |
| 10Y | +266.0% | +191.4% | +74.6% | +82.7% |
| All | +293.4% | +124.8% | +168.6% | +105.5% |
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