+2,745.4%
STX vs ALLY
+124.8%
+2,620.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.4% | +3.7% | -1.3% | +0.9% |
| 30D | +1.4% | -2.3% | +3.6% | +2.3% |
| 3M | -8.2% | +3.8% | -12.0% | -9.8% |
| 6M | +127.0% | +9.7% | +117.3% | +117.5% |
| YTD | +209.1% | -1.4% | +210.6% | +207.7% |
| 1Y | +365.4% | +8.2% | +357.2% | +344.8% |
| 3Y | +1,135.4% | +66.5% | +1,068.9% | +870.3% |
| 5Y | +991.5% | +1.2% | +990.3% | +897.8% |
| 10Y | +3,695.8% | +191.4% | +3,504.4% | +1,888.1% |
| All | +2,745.4% | +124.8% | +2,620.6% | +1,419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling