+952.8%
STRL vs ALC
-10.6%
+963.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.4% |
| 7D | +7.1% | -6.3% | +13.4% | +8.6% |
| 30D | -39.4% | +12.6% | -52.0% | -41.8% |
| 3M | -43.0% | -3.8% | -39.1% | -42.8% |
| 6M | -65.0% | +16.8% | -81.8% | -67.6% |
| YTD | -0.8% | -7.6% | +6.8% | 0.0% |
| 1Y | -20.3% | -5.9% | -14.4% | -20.4% |
| 3Y | +356.5% | +0.6% | +355.9% | +330.7% |
| 5Y | +952.8% | -9.5% | +962.3% | +969.1% |
| All | +952.8% | -10.6% | +963.4% | +969.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling