+1,967.8%
STX vs ALLY
+182.8%
+1,785.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | -17.3% | -0.7% | -16.6% | -17.1% |
| 30D | -35.9% | +1.1% | -37.1% | -36.3% |
| 3M | -37.3% | -13.2% | -24.1% | -34.4% |
| 6M | -35.8% | -13.5% | -22.3% | -33.0% |
| YTD | +82.7% | -14.3% | +97.0% | +90.5% |
| 1Y | +71.6% | -1.1% | +72.8% | +70.1% |
| 3Y | +635.3% | +62.0% | +573.3% | +494.3% |
| 5Y | +483.8% | -9.6% | +493.4% | +458.6% |
| 10Y | +1,967.8% | +176.0% | +1,791.8% | +1,275.3% |
| All | +1,967.8% | +182.8% | +1,785.0% | +1,275.3% |
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