+2,210.6%
STRL vs ALC
+32.2%
+2,178.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.3% | +14.7% | +14.9% |
| 7D | -13.3% | +2.1% | -15.4% | -14.5% |
| 30D | -43.3% | +17.2% | -60.5% | -47.1% |
| 3M | -46.9% | +4.6% | -51.5% | -48.5% |
| 6M | -65.6% | +20.1% | -85.7% | -68.9% |
| YTD | -5.1% | -4.2% | -0.9% | -6.2% |
| 1Y | -23.1% | +2.1% | -25.1% | -26.3% |
| 3Y | +346.8% | +4.5% | +342.4% | +311.4% |
| 5Y | +907.2% | -12.3% | +919.5% | +892.8% |
| All | +2,210.6% | +32.2% | +2,178.4% | +1,670.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling