+1,464.3%
STX vs ALLY
+101.5%
+1,362.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -1.3% | -14.9% | -15.7% |
| 7D | -33.4% | -1.1% | -32.3% | -33.2% |
| 30D | -42.1% | +4.2% | -46.3% | -43.1% |
| 3M | -44.3% | -12.4% | -31.9% | -41.6% |
| 6M | -39.4% | -8.7% | -30.7% | -37.9% |
| YTD | +70.0% | -11.6% | +81.6% | +75.6% |
| 1Y | +70.2% | +0.2% | +70.0% | +67.6% |
| 3Y | +585.2% | +57.1% | +528.1% | +449.4% |
| 5Y | +455.7% | -6.8% | +462.5% | +424.3% |
| 10Y | +2,007.9% | +200.4% | +1,807.5% | +958.0% |
| All | +1,464.3% | +101.5% | +1,362.8% | +767.0% |
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