-71.5%
STRL vs ALB
-50.3%
-21.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | -26.9% | +9.1% | -36.0% | -29.3% |
| 30D | -52.7% | -3.4% | -49.3% | -51.5% |
| 3M | -52.8% | -20.6% | -32.2% | -48.1% |
| 6M | -71.5% | -48.2% | -23.3% | -61.1% |
| All | -71.5% | -50.3% | -21.1% | -61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling