+257.6%
ALAB vs STRL
+170.7%
+86.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -0.8% |
| 7D | +16.3% | +15.7% | +0.7% | +7.1% |
| 30D | -26.1% | -35.5% | +9.3% | -5.5% |
| 3M | -31.3% | -47.1% | +15.9% | -1.6% |
| 6M | -1.0% | -65.8% | +64.8% | +78.3% |
| YTD | +33.3% | -4.5% | +37.9% | +17.8% |
| 1Y | +53.5% | -10.5% | +64.0% | +39.8% |
| All | +257.6% | +170.7% | +86.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 5y: compounded portfolio wealth divided by compounded STRL 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…
5y analysis · Full analysis span regression · 6 months rolling