+1,019.5%
STX vs ALB
-44.4%
+1,063.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.8% | +7.5% |
| 7D | +2.4% | -8.1% | +10.4% | +4.5% |
| 30D | +1.4% | +6.3% | -4.9% | -0.7% |
| 3M | -8.2% | -23.6% | +15.4% | -1.8% |
| 6M | +127.0% | -24.6% | +151.6% | +142.2% |
| YTD | +209.1% | -10.3% | +219.4% | +213.2% |
| 1Y | +365.4% | +61.5% | +304.0% | +304.4% |
| 3Y | +1,135.4% | -34.0% | +1,169.4% | +1,167.7% |
| All | +1,019.5% | -44.4% | +1,063.9% | +1,075.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling