+3,786.6%
STRL vs ALB
+34.2%
+3,752.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | +23.4% | -3.6% | +27.0% | +24.9% |
| 30D | -39.5% | -2.9% | -36.6% | -39.4% |
| 3M | -45.1% | -25.8% | -19.2% | -40.1% |
| 6M | -64.6% | -53.6% | -11.0% | -54.9% |
| YTD | -1.5% | -32.4% | +30.9% | +9.2% |
| 1Y | -20.8% | -13.0% | -7.7% | -19.7% |
| 3Y | +353.1% | -15.0% | +368.1% | +314.0% |
| 5Y | +942.9% | -63.5% | +1,006.4% | +1,129.8% |
| All | +3,786.6% | +34.2% | +3,752.4% | +2,458.9% |
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