-39.4%
STX vs ALK
+3.8%
-43.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.2% | -13.0% | -16.2% |
| 7D | -33.4% | +7.1% | -40.5% | -33.2% |
| 30D | -42.1% | -3.0% | -39.1% | -41.3% |
| 3M | -44.3% | -25.6% | -18.6% | -42.5% |
| 6M | -39.4% | +0.5% | -39.9% | -40.5% |
| All | -39.4% | +3.8% | -43.2% | -40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling