+7,282.2%
STRL vs ALB
+74.5%
+7,207.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.4% | +10.2% | +7.2% |
| 7D | +3.4% | -8.1% | +11.5% | +6.1% |
| 30D | -9.2% | +6.3% | -15.5% | -11.5% |
| 3M | -51.0% | -23.6% | -27.5% | -46.6% |
| 6M | +15.8% | -24.6% | +40.4% | +25.9% |
| YTD | +58.9% | -10.3% | +69.1% | +61.7% |
| 1Y | +68.5% | +61.5% | +7.1% | +39.0% |
| 3Y | +485.2% | -34.0% | +519.2% | +500.2% |
| 5Y | +2,005.1% | -44.6% | +2,049.7% | +2,042.1% |
| All | +7,282.2% | +74.5% | +7,207.7% | +4,258.0% |
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