+2,071.0%
STX vs ALB
+38.2%
+2,032.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.9% | +9.8% |
| 7D | -14.8% | +9.5% | -24.2% | -17.3% |
| 30D | -35.4% | -2.1% | -33.2% | -35.2% |
| 3M | -37.7% | -24.1% | -13.5% | -33.1% |
| 6M | -35.2% | -51.0% | +15.8% | -21.3% |
| YTD | +84.4% | -29.3% | +113.7% | +99.2% |
| 1Y | +82.3% | +3.2% | +79.1% | +76.7% |
| 3Y | +646.2% | -9.3% | +655.6% | +579.0% |
| 5Y | +487.4% | -61.6% | +549.0% | +570.7% |
| 10Y | +2,071.0% | +40.8% | +2,030.2% | +1,374.3% |
| All | +2,071.0% | +38.2% | +2,032.8% | +1,374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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