+73.2%
STX vs ALLE
+15.5%
+57.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +10.2% |
| 7D | -14.8% | -0.6% | -14.1% | -14.9% |
| 30D | -35.4% | +26.6% | -62.0% | -32.7% |
| 3M | -37.7% | +13.2% | -50.9% | -35.5% |
| 6M | -35.2% | +42.9% | -78.1% | -33.1% |
| YTD | +84.4% | +21.0% | +63.4% | +95.6% |
| All | +73.2% | +15.5% | +57.7% | +88.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling