+1,225.1%
STX vs ALC
+30.3%
+1,194.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | -17.3% | +2.3% | -19.6% | -18.1% |
| 30D | -35.9% | +15.5% | -51.5% | -39.5% |
| 3M | -37.3% | +0.6% | -37.9% | -38.0% |
| 6M | -35.8% | +18.4% | -54.2% | -41.6% |
| YTD | +82.7% | -5.6% | +88.3% | +82.2% |
| 1Y | +71.6% | 0.0% | +71.6% | +66.2% |
| 3Y | +635.3% | +2.8% | +632.5% | +590.3% |
| 5Y | +483.8% | -8.8% | +492.5% | +466.8% |
| All | +1,225.1% | +30.3% | +1,194.9% | +944.0% |
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