+1,357.5%
STX vs ALC
+27.5%
+1,330.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.1% | +10.7% |
| 7D | -1.0% | -6.3% | +5.3% | +1.2% |
| 30D | -26.8% | +12.6% | -39.4% | -30.3% |
| 3M | -32.7% | -3.8% | -28.9% | -32.4% |
| 6M | -33.7% | +16.8% | -50.6% | -39.5% |
| YTD | +101.0% | -7.6% | +108.6% | +101.7% |
| 1Y | +92.7% | -5.9% | +98.6% | +91.5% |
| 3Y | +708.7% | +0.6% | +708.1% | +664.2% |
| 5Y | +504.0% | -9.5% | +513.5% | +486.7% |
| All | +1,357.5% | +27.5% | +1,330.0% | +1,055.8% |
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