+455.7%
STX vs ALLE
+51.8%
+403.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.9% | -13.4% | -15.2% |
| 7D | -33.4% | 0.0% | -33.4% | -33.4% |
| 30D | -42.1% | +20.6% | -62.7% | -46.4% |
| 3M | -44.3% | +11.4% | -55.7% | -46.8% |
| 6M | -39.4% | +42.5% | -81.9% | -49.0% |
| YTD | +70.0% | +18.9% | +51.1% | +55.1% |
| 1Y | +70.2% | +14.2% | +56.0% | +58.7% |
| 3Y | +585.2% | +90.7% | +494.5% | +361.6% |
| 5Y | +455.7% | +52.5% | +403.2% | +306.6% |
| All | +455.7% | +51.8% | +403.8% | +306.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling