+504.5%
STX vs ALAB
+312.6%
+191.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +13.7% | -3.9% | +6.7% |
| 7D | -14.8% | -5.6% | -9.2% | -13.5% |
| 30D | -35.4% | -36.6% | +1.3% | -28.8% |
| 3M | -37.7% | -35.1% | -2.6% | -32.1% |
| 6M | -35.2% | +8.5% | -43.8% | -35.0% |
| YTD | +84.4% | +30.4% | +54.0% | +76.5% |
| 1Y | +82.3% | +31.0% | +51.2% | +73.6% |
| All | +504.5% | +312.6% | +191.9% | +381.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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