+14,870.7%
STX vs ALNY
+4,129.5%
+10,741.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | +9.6% | -3.5% | +13.1% | +10.1% |
| 30D | +10.6% | +18.9% | -8.3% | +7.4% |
| 3M | +4.8% | -13.3% | +18.1% | +4.9% |
| 6M | +137.3% | -20.3% | +157.5% | +140.0% |
| YTD | +222.5% | -35.1% | +257.6% | +236.7% |
| 1Y | +366.2% | -46.5% | +412.7% | +401.2% |
| 3Y | +1,352.9% | +28.1% | +1,324.8% | +1,214.8% |
| 5Y | +1,077.4% | +36.1% | +1,041.4% | +913.6% |
| 10Y | +3,621.5% | +269.7% | +3,351.8% | +2,271.8% |
| All | +14,870.7% | +4,129.5% | +10,741.2% | +5,364.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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