+1,883.6%
STX vs ALLY
+189.4%
+1,694.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | -28.5% | +0.9% | -29.4% | -28.8% |
| 30D | -42.9% | +3.1% | -46.0% | -43.6% |
| 3M | -45.9% | -12.6% | -33.3% | -43.5% |
| 6M | -41.3% | -12.4% | -28.9% | -39.0% |
| YTD | +67.9% | -13.2% | +81.1% | +74.2% |
| 1Y | +66.5% | +1.8% | +64.7% | +63.3% |
| 3Y | +588.0% | +58.0% | +530.0% | +460.7% |
| 5Y | +449.1% | -8.4% | +457.5% | +422.8% |
| All | +1,883.6% | +189.4% | +1,694.3% | +1,141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling