+3,426.5%
STX vs ALB
+74.5%
+3,352.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.8% | +7.6% |
| 7D | +2.4% | -8.1% | +10.4% | +4.7% |
| 30D | +1.4% | +6.3% | -4.9% | -0.9% |
| 3M | -8.2% | -23.6% | +15.4% | -1.1% |
| 6M | +127.0% | -24.6% | +151.6% | +143.7% |
| YTD | +209.1% | -10.3% | +219.4% | +213.3% |
| 1Y | +365.4% | +61.5% | +304.0% | +295.3% |
| 3Y | +1,135.4% | -34.0% | +1,169.4% | +1,154.1% |
| 5Y | +991.5% | -44.6% | +1,036.1% | +1,017.8% |
| All | +3,426.5% | +74.5% | +3,352.0% | +2,027.5% |
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