-24.7%
STRL vs ALB
-5.3%
-19.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.9% |
| 7D | -19.8% | +5.3% | -25.1% | -21.7% |
| 30D | -43.6% | -6.3% | -37.3% | -42.6% |
| 3M | -45.2% | -27.4% | -17.8% | -39.4% |
| 6M | -65.7% | -53.1% | -12.6% | -57.2% |
| YTD | -5.4% | -32.3% | +26.9% | +11.9% |
| 1Y | -24.7% | -7.3% | -17.4% | -6.7% |
| All | -24.7% | -5.3% | -19.4% | -6.7% |
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