+2,922.6%
STX vs ALLE
+260.9%
+2,661.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +5.8% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +1.4% | -6.8% | +8.2% | +5.0% |
| 3M | -8.2% | +21.0% | -29.3% | -18.6% |
| 6M | +127.0% | +1.1% | +125.9% | +121.6% |
| YTD | +209.1% | -0.5% | +209.7% | +201.5% |
| 1Y | +365.4% | -7.3% | +372.7% | +369.8% |
| 3Y | +1,135.4% | +42.3% | +1,093.1% | +854.4% |
| 5Y | +991.5% | +13.5% | +978.0% | +841.1% |
| 10Y | +3,695.8% | +144.0% | +3,551.8% | +1,896.8% |
| All | +2,922.6% | +260.9% | +2,661.7% | +1,279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling