-10.5%
STRL vs ALB
-15.8%
+5.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.6% |
| 7D | +15.7% | -5.8% | +21.4% | +17.9% |
| 30D | -35.5% | -4.5% | -30.9% | -34.7% |
| 3M | -47.1% | -28.1% | -19.1% | -40.9% |
| 6M | -65.8% | -53.2% | -12.6% | -56.2% |
| YTD | -4.5% | -33.3% | +28.8% | +12.7% |
| 1Y | -10.5% | -17.4% | +7.0% | +3.8% |
| All | -10.5% | -15.8% | +5.3% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling