+588.0%
STX vs ALC
+2.3%
+585.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -28.5% | +4.9% | -33.4% | -28.9% |
| 30D | -42.9% | +19.0% | -61.9% | -44.3% |
| 3M | -45.9% | +7.8% | -53.7% | -46.6% |
| 6M | -41.3% | +14.6% | -55.9% | -43.6% |
| YTD | +67.9% | -4.4% | +72.4% | +71.8% |
| 1Y | +66.5% | +1.4% | +65.1% | +65.7% |
| 3Y | +588.0% | +2.5% | +585.5% | +580.7% |
| All | +588.0% | +2.3% | +585.7% | +580.7% |
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