+1,883.6%
STX vs ALB
+33.3%
+1,850.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -28.5% | +9.1% | -37.5% | -30.5% |
| 30D | -42.9% | -3.4% | -39.5% | -42.5% |
| 3M | -45.9% | -20.6% | -25.3% | -42.7% |
| 6M | -41.3% | -48.2% | +6.9% | -29.8% |
| YTD | +67.9% | -29.2% | +97.2% | +81.3% |
| 1Y | +66.5% | +10.0% | +56.5% | +58.5% |
| 3Y | +588.0% | -12.9% | +600.9% | +533.9% |
| 5Y | +449.1% | -61.3% | +510.4% | +525.0% |
| All | +1,883.6% | +33.3% | +1,850.3% | +1,258.3% |
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