+1,184.4%
STX vs ALLE
+42.6%
+1,141.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.1% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +1.4% | -6.8% | +8.2% | +3.1% |
| 3M | -8.2% | +21.0% | -29.3% | -14.1% |
| 6M | +127.0% | +1.1% | +125.9% | +126.5% |
| YTD | +209.1% | -0.5% | +209.7% | +207.8% |
| 1Y | +365.4% | -7.3% | +372.7% | +375.9% |
| All | +1,184.4% | +42.6% | +1,141.8% | +961.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling