+2,071.0%
STX vs ALK
-37.5%
+2,108.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.1% | +2.7% | +7.8% |
| 7D | -14.8% | +8.9% | -23.7% | -16.8% |
| 30D | -35.4% | +5.9% | -41.3% | -36.7% |
| 3M | -37.7% | -16.5% | -21.1% | -35.0% |
| 6M | -35.2% | +2.1% | -37.3% | -37.1% |
| YTD | +84.4% | -17.1% | +101.5% | +88.4% |
| 1Y | +82.3% | -2.9% | +85.1% | +77.8% |
| 3Y | +646.2% | +24.5% | +621.7% | +542.4% |
| 5Y | +487.4% | -29.1% | +516.5% | +483.6% |
| 10Y | +2,071.0% | -39.1% | +2,110.2% | +2,079.3% |
| All | +2,071.0% | -37.5% | +2,108.5% | +2,079.3% |
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