+2,141.7%
STX vs ALC
+24.0%
+2,117.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +7.1% |
| 7D | +2.4% | -2.1% | +4.4% | +3.1% |
| 30D | +1.4% | -0.1% | +1.5% | +1.0% |
| 3M | -8.2% | +5.9% | -14.1% | -11.8% |
| 6M | +127.0% | -15.9% | +143.0% | +139.5% |
| YTD | +209.1% | -10.1% | +219.3% | +215.7% |
| 1Y | +365.4% | -10.2% | +375.6% | +373.8% |
| 3Y | +1,135.4% | -13.6% | +1,148.9% | +1,157.7% |
| 5Y | +991.5% | -15.1% | +1,006.6% | +994.6% |
| All | +2,141.7% | +24.0% | +2,117.7% | +1,708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling