+3,877.5%
STRL vs ALB
+34.3%
+3,843.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +1.0% |
| 7D | -19.8% | +5.3% | -25.1% | -21.8% |
| 30D | -43.6% | -6.3% | -37.3% | -42.8% |
| 3M | -45.2% | -27.4% | -17.8% | -39.8% |
| 6M | -65.7% | -53.1% | -12.6% | -56.5% |
| YTD | -5.4% | -32.3% | +26.9% | +4.8% |
| 1Y | -24.7% | -7.3% | -17.4% | -25.3% |
| 3Y | +335.0% | -14.9% | +350.0% | +297.5% |
| 5Y | +915.3% | -62.0% | +977.3% | +1,076.3% |
| 10Y | +3,877.5% | +33.0% | +3,844.5% | +2,644.8% |
| All | +3,877.5% | +34.3% | +3,843.2% | +2,644.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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