+8,757.3%
STX vs ALK
+666.4%
+8,090.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.2% | -13.0% | -15.4% |
| 7D | -33.4% | +7.1% | -40.5% | -34.9% |
| 30D | -42.1% | -3.0% | -39.1% | -42.0% |
| 3M | -44.3% | -25.6% | -18.6% | -40.3% |
| 6M | -39.4% | +0.5% | -39.9% | -40.9% |
| YTD | +70.0% | -23.1% | +93.0% | +76.8% |
| 1Y | +70.2% | -7.5% | +77.7% | +68.3% |
| 3Y | +585.2% | +15.3% | +569.8% | +511.3% |
| 5Y | +455.7% | -34.8% | +490.5% | +466.9% |
| 10Y | +2,007.9% | -41.2% | +2,049.0% | +1,912.5% |
| All | +8,757.3% | +666.4% | +8,090.9% | +4,125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling