+1,117.8%
STX vs ALC
+31.8%
+1,086.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | -28.5% | +4.9% | -33.4% | -29.9% |
| 30D | -42.9% | +19.0% | -61.9% | -46.7% |
| 3M | -45.9% | +7.8% | -53.7% | -47.9% |
| 6M | -41.3% | +14.6% | -55.9% | -45.7% |
| YTD | +67.9% | -4.4% | +72.4% | +66.8% |
| 1Y | +66.5% | +1.4% | +65.1% | +60.5% |
| 3Y | +588.0% | +2.5% | +585.5% | +547.8% |
| 5Y | +449.1% | -10.9% | +460.0% | +439.1% |
| All | +1,117.8% | +31.8% | +1,086.0% | +855.6% |
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