+3,767.2%
STRL vs ALC
+24.0%
+3,743.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +7.9% | +6.6% |
| 7D | +3.4% | -2.1% | +5.5% | +4.2% |
| 30D | -9.2% | -0.1% | -9.1% | -9.5% |
| 3M | -51.0% | +5.9% | -56.9% | -52.8% |
| 6M | +15.8% | -15.9% | +31.7% | +22.7% |
| YTD | +58.9% | -10.1% | +69.0% | +62.7% |
| 1Y | +68.5% | -10.2% | +78.7% | +72.0% |
| 3Y | +485.2% | -13.6% | +498.8% | +492.7% |
| 5Y | +2,005.1% | -15.1% | +2,020.2% | +2,012.0% |
| All | +3,767.2% | +24.0% | +3,743.2% | +2,969.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling