+239.2%
STRL vs ALC
+2.3%
+237.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.6% |
| 7D | -26.9% | +4.9% | -31.8% | -27.3% |
| 30D | -52.7% | +19.0% | -71.6% | -53.9% |
| 3M | -52.8% | +7.8% | -60.6% | -53.4% |
| 6M | -71.5% | +14.6% | -86.0% | -72.5% |
| YTD | -17.4% | -4.4% | -13.0% | -15.8% |
| 1Y | -35.0% | +1.4% | -36.4% | -35.3% |
| 3Y | +239.2% | +2.5% | +236.7% | +222.4% |
| All | +239.2% | +2.3% | +237.0% | +222.4% |
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