+9,531.2%
STRL vs ALB
+2,214.8%
+7,316.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | -26.9% | +9.1% | -36.0% | -29.5% |
| 30D | -52.7% | -3.4% | -49.3% | -52.5% |
| 3M | -52.8% | -20.6% | -32.2% | -49.8% |
| 6M | -71.5% | -48.2% | -23.3% | -65.1% |
| YTD | -17.4% | -29.2% | +11.8% | -10.0% |
| 1Y | -35.0% | +10.0% | -45.0% | -39.1% |
| 3Y | +239.2% | -12.9% | +252.1% | +208.4% |
| 5Y | +830.2% | -61.3% | +891.5% | +950.9% |
| 10Y | +3,574.7% | +35.8% | +3,538.9% | +2,407.4% |
| All | +9,531.2% | +2,214.8% | +7,316.5% | +3,469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling