+504.0%
STX vs ALK
-28.7%
+532.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.2% | +11.2% | +10.3% |
| 7D | -1.0% | +2.6% | -3.5% | -1.5% |
| 30D | -26.8% | +7.8% | -34.6% | -28.6% |
| 3M | -32.7% | -15.2% | -17.5% | -30.0% |
| 6M | -33.7% | +5.0% | -38.8% | -36.3% |
| YTD | +101.0% | -18.4% | +119.4% | +106.3% |
| 1Y | +92.7% | -2.4% | +95.1% | +87.4% |
| 3Y | +708.7% | +19.8% | +688.9% | +579.2% |
| 5Y | +504.0% | -27.8% | +531.8% | +487.8% |
| All | +504.0% | -28.7% | +532.7% | +487.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling