+1,237.1%
STX vs ALC
+32.2%
+1,204.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.7% |
| 7D | -14.8% | +2.1% | -16.8% | -15.5% |
| 30D | -35.4% | +17.2% | -52.6% | -39.3% |
| 3M | -37.7% | +4.6% | -42.3% | -39.2% |
| 6M | -35.2% | +20.1% | -55.3% | -41.3% |
| YTD | +84.4% | -4.2% | +88.6% | +82.9% |
| 1Y | +82.3% | +2.1% | +80.2% | +75.2% |
| 3Y | +646.2% | +4.5% | +641.8% | +596.7% |
| 5Y | +487.4% | -12.3% | +499.8% | +481.4% |
| All | +1,237.1% | +32.2% | +1,204.9% | +948.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling