+1,883.6%
STX vs ALLE
+222.4%
+1,661.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -28.5% | -0.6% | -27.9% | -28.3% |
| 30D | -42.9% | +25.3% | -68.3% | -49.3% |
| 3M | -45.9% | +10.3% | -56.2% | -49.0% |
| 6M | -41.3% | +38.0% | -79.3% | -51.6% |
| YTD | +67.9% | +17.8% | +50.2% | +49.3% |
| 1Y | +66.5% | +13.6% | +52.9% | +51.1% |
| 3Y | +588.0% | +89.2% | +498.8% | +352.8% |
| 5Y | +449.1% | +51.1% | +398.0% | +303.6% |
| All | +1,883.6% | +222.4% | +1,661.2% | +804.8% |
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