+1,883.6%
STX vs ALK
-41.7%
+1,925.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -28.5% | +9.0% | -37.5% | -30.5% |
| 30D | -42.9% | -1.6% | -41.3% | -43.0% |
| 3M | -45.9% | -23.2% | -22.7% | -42.3% |
| 6M | -41.3% | -3.9% | -37.4% | -42.1% |
| YTD | +67.9% | -22.6% | +90.5% | +74.7% |
| 1Y | +66.5% | -5.3% | +71.8% | +63.3% |
| 3Y | +588.0% | +18.6% | +569.4% | +499.3% |
| 5Y | +449.1% | -34.4% | +483.5% | +456.6% |
| All | +1,883.6% | -41.7% | +1,925.4% | +1,950.2% |
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