+3,676.0%
STX vs ALM
+3,219.4%
+456.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.8% | -2.3% | +5.9% |
| 7D | +10.7% | +8.4% | +2.3% | +10.2% |
| 30D | +11.3% | +34.8% | -23.6% | +9.1% |
| 3M | +3.2% | +16.2% | -13.0% | +2.0% |
| 6M | +157.0% | +2.1% | +154.8% | +154.5% |
| YTD | +229.2% | +117.0% | +112.2% | +214.1% |
| 1Y | +381.8% | +313.9% | +68.0% | +343.5% |
| 3Y | +1,383.2% | +2,327.9% | -944.8% | +1,135.7% |
| 5Y | +1,144.9% | +1,040.6% | +104.2% | +957.0% |
| 10Y | +3,676.0% | +3,219.4% | +456.6% | +2,900.0% |
| All | +3,676.0% | +3,219.4% | +456.6% | +2,900.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling