+504.0%
STX vs ALLY
-8.7%
+512.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.6% | +8.4% | +9.4% |
| 7D | -1.0% | -2.8% | +1.8% | +0.3% |
| 30D | -26.8% | +1.9% | -28.6% | -27.3% |
| 3M | -32.7% | -12.1% | -20.6% | -29.5% |
| 6M | -33.7% | -9.0% | -24.7% | -31.9% |
| YTD | +101.0% | -12.9% | +113.9% | +108.9% |
| 1Y | +92.7% | -0.1% | +92.8% | +89.8% |
| 3Y | +708.7% | +64.6% | +644.1% | +528.7% |
| 5Y | +504.0% | -10.1% | +514.1% | +493.2% |
| All | +504.0% | -8.7% | +512.7% | +493.2% |
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