+476.2%
STX vs ALLY
-10.0%
+486.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +14.6% | +0.4% | +14.2% | +14.5% |
| 30D | -26.0% | +5.2% | -31.2% | -27.5% |
| 3M | -42.6% | -13.3% | -29.3% | -39.6% |
| 6M | -35.3% | -6.7% | -28.6% | -34.1% |
| YTD | +92.5% | -12.8% | +105.3% | +100.0% |
| 1Y | +102.4% | +0.7% | +101.7% | +98.6% |
| 3Y | +673.8% | +65.2% | +608.6% | +500.8% |
| All | +476.2% | -10.0% | +486.2% | +462.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling