+234.6%
STT vs ALLY
+101.5%
+133.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.0% |
| 7D | -4.9% | -1.1% | -3.8% | -4.4% |
| 30D | -6.0% | +4.2% | -10.2% | -8.0% |
| 3M | -11.7% | -12.4% | +0.7% | -5.6% |
| 6M | +11.7% | -8.7% | +20.4% | +16.3% |
| YTD | +30.4% | -11.6% | +42.1% | +37.6% |
| 1Y | +43.9% | +0.2% | +43.8% | +42.1% |
| 3Y | +165.4% | +57.1% | +108.3% | +98.7% |
| 5Y | +101.0% | -6.8% | +107.8% | +90.3% |
| 10Y | +210.7% | +200.4% | +10.3% | +53.5% |
| All | +234.6% | +101.5% | +133.1% | +84.6% |
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