+487.4%
STX vs ALLE
+55.0%
+432.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +8.8% |
| 7D | -14.8% | -0.6% | -14.1% | -14.4% |
| 30D | -35.4% | +26.6% | -62.0% | -41.2% |
| 3M | -37.7% | +13.2% | -50.9% | -40.8% |
| 6M | -35.2% | +42.9% | -78.1% | -45.3% |
| YTD | +84.4% | +21.0% | +63.4% | +67.2% |
| 1Y | +82.3% | +15.2% | +67.1% | +69.8% |
| 3Y | +646.2% | +95.6% | +550.6% | +397.6% |
| 5Y | +487.4% | +53.4% | +434.0% | +327.5% |
| All | +487.4% | +55.0% | +432.4% | +327.5% |
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 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