+123.8%
STX vs ALC
+4.2%
+119.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.8% | -15.0% | -4.9% |
| 7D | -20.2% | +10.7% | -30.9% | -16.0% |
| 30D | -37.2% | +20.2% | -57.4% | -31.7% |
| 3M | -34.1% | +8.9% | -43.0% | -30.8% |
| 6M | -24.5% | +5.7% | -30.2% | -17.9% |
| YTD | +102.9% | -1.4% | +104.4% | +130.5% |
| 1Y | +123.8% | +4.7% | +119.1% | +150.4% |
| All | +123.8% | +4.2% | +119.6% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling