+3,426.5%
STX vs ALLE
+145.7%
+3,280.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +5.8% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +1.4% | -6.8% | +8.2% | +4.9% |
| 3M | -8.2% | +21.0% | -29.3% | -18.4% |
| 6M | +127.0% | +1.1% | +125.9% | +121.8% |
| YTD | +209.1% | -0.5% | +209.7% | +201.8% |
| 1Y | +365.4% | -7.3% | +372.7% | +370.2% |
| 3Y | +1,135.4% | +42.3% | +1,093.1% | +854.8% |
| 5Y | +991.5% | +13.5% | +978.0% | +840.9% |
| All | +3,426.5% | +145.7% | +3,280.8% | +1,713.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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