+1,972.8%
STX vs ALK
-45.9%
+2,018.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.7% |
| 7D | +14.6% | -1.2% | +15.8% | +15.0% |
| 30D | -26.0% | +7.7% | -33.7% | -27.9% |
| 3M | -42.6% | -19.0% | -23.6% | -39.7% |
| 6M | -35.3% | -0.2% | -35.1% | -36.8% |
| YTD | +92.5% | -23.5% | +116.0% | +100.9% |
| 1Y | +102.4% | -9.1% | +111.5% | +101.0% |
| 3Y | +673.8% | +12.0% | +661.8% | +586.1% |
| 5Y | +463.1% | -30.9% | +493.9% | +463.2% |
| All | +1,972.8% | -45.9% | +2,018.7% | +2,091.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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