+673.8%
STX vs ALC
+4.4%
+669.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -3.4% |
| 7D | +14.6% | -1.1% | +15.7% | +14.7% |
| 30D | -26.0% | +16.0% | -42.0% | -27.6% |
| 3M | -42.6% | +0.8% | -43.4% | -42.7% |
| 6M | -35.3% | +16.8% | -52.1% | -38.4% |
| YTD | +92.5% | -5.5% | +97.9% | +97.1% |
| 1Y | +102.4% | -5.3% | +107.6% | +106.8% |
| 3Y | +673.8% | +4.1% | +669.7% | +661.5% |
| All | +673.8% | +4.4% | +669.4% | +661.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling