+3,446.0%
STX vs ALM
+2,950.3%
+495.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +6.4% |
| 7D | +2.4% | -2.6% | +5.0% | +2.5% |
| 30D | +1.4% | +32.0% | -30.6% | -0.5% |
| 3M | -8.2% | -15.0% | +6.8% | -7.7% |
| 6M | +127.0% | -10.1% | +137.2% | +126.5% |
| YTD | +209.1% | +99.4% | +109.7% | +196.6% |
| 1Y | +365.4% | +316.4% | +49.1% | +328.8% |
| 3Y | +1,135.4% | +2,022.0% | -886.6% | +937.1% |
| 5Y | +991.5% | +941.2% | +50.3% | +832.1% |
| All | +3,446.0% | +2,950.3% | +495.6% | +2,732.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling