+71.6%
STX vs ALLY
-1.7%
+73.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -17.3% | -0.7% | -16.6% | -17.0% |
| 30D | -35.9% | +1.1% | -37.1% | -36.0% |
| 3M | -37.3% | -13.2% | -24.1% | -34.4% |
| 6M | -35.8% | -13.5% | -22.3% | -33.2% |
| YTD | +82.7% | -14.3% | +97.0% | +93.2% |
| 1Y | +71.6% | -1.1% | +72.8% | +56.5% |
| All | +71.6% | -1.7% | +73.4% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling