+2,108.4%
STX vs ALM
+2,084.7%
+23.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.7% | +10.0% |
| 7D | -1.0% | -7.2% | +6.2% | -0.3% |
| 30D | -26.8% | -26.4% | -0.4% | -25.0% |
| 3M | -32.7% | -38.6% | +5.9% | -30.3% |
| 6M | -33.7% | -61.0% | +27.2% | -29.7% |
| YTD | +101.0% | -7.4% | +108.4% | +103.3% |
| 1Y | +92.7% | +14.0% | +78.7% | +92.9% |
| 3Y | +708.7% | +844.4% | -135.7% | +617.3% |
| 5Y | +504.0% | +410.8% | +93.2% | +441.1% |
| 10Y | +2,108.4% | +2,084.7% | +23.6% | +1,721.2% |
| All | +2,108.4% | +2,084.7% | +23.6% | +1,721.2% |
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