+16,011.1%
STX vs ALK
+732.6%
+15,278.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.9% |
| 7D | +2.4% | -0.7% | +3.0% | +2.5% |
| 30D | +1.4% | -19.2% | +20.6% | +7.1% |
| 3M | -8.2% | -1.5% | -6.7% | -8.9% |
| 6M | +127.0% | -13.1% | +140.1% | +130.9% |
| YTD | +209.1% | -16.4% | +225.6% | +217.2% |
| 1Y | +365.4% | -33.1% | +398.5% | +402.0% |
| 3Y | +1,135.4% | +0.6% | +1,134.8% | +1,051.2% |
| 5Y | +991.5% | -26.4% | +1,017.9% | +985.3% |
| 10Y | +3,695.8% | -34.2% | +3,730.0% | +3,444.7% |
| All | +16,011.1% | +732.6% | +15,278.5% | +7,481.1% |
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