+2,071.0%
STX vs ALLY
+201.0%
+1,870.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.9% | +8.9% | +9.5% |
| 7D | -14.8% | -0.2% | -14.5% | -14.7% |
| 30D | -35.4% | +3.4% | -38.8% | -36.2% |
| 3M | -37.7% | -11.1% | -26.6% | -35.3% |
| 6M | -35.2% | -11.5% | -23.7% | -33.0% |
| YTD | +84.4% | -12.3% | +96.7% | +90.7% |
| 1Y | +82.3% | +1.1% | +81.1% | +79.2% |
| 3Y | +646.2% | +64.8% | +581.4% | +499.2% |
| 5Y | +487.4% | -6.9% | +494.3% | +456.2% |
| 10Y | +2,071.0% | +194.9% | +1,876.1% | +1,259.6% |
| All | +2,071.0% | +201.0% | +1,870.0% | +1,259.6% |
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