+335.0%
STRL vs ALC
+3.6%
+331.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.3% |
| 7D | -19.8% | +2.3% | -22.2% | -20.0% |
| 30D | -43.6% | +15.5% | -59.1% | -44.8% |
| 3M | -45.2% | +0.6% | -45.8% | -45.0% |
| 6M | -65.7% | +18.4% | -84.1% | -67.5% |
| YTD | -5.4% | -5.6% | +0.1% | -3.5% |
| 1Y | -24.7% | 0.0% | -24.7% | -25.0% |
| 3Y | +335.0% | +2.8% | +332.2% | +317.6% |
| All | +335.0% | +3.6% | +331.4% | +317.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling