+784.6%
STRL vs ALB
-61.7%
+846.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | -26.9% | +9.1% | -36.0% | -29.1% |
| 30D | -52.7% | -3.4% | -49.3% | -52.4% |
| 3M | -52.8% | -20.6% | -32.2% | -50.2% |
| 6M | -71.5% | -48.2% | -23.3% | -66.2% |
| YTD | -17.4% | -29.2% | +11.8% | -10.6% |
| 1Y | -35.0% | +10.0% | -45.0% | -37.7% |
| 3Y | +239.2% | -12.9% | +252.1% | +216.9% |
| All | +784.6% | -61.7% | +846.4% | +883.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling