+3,877.5%
STRL vs ALK
-39.7%
+3,917.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -19.8% | +12.9% | -32.8% | -24.5% |
| 30D | -43.6% | +5.5% | -49.1% | -45.6% |
| 3M | -45.2% | -12.1% | -33.1% | -43.0% |
| 6M | -65.7% | +1.7% | -67.4% | -67.1% |
| YTD | -5.4% | -17.4% | +12.0% | -1.3% |
| 1Y | -24.7% | -1.9% | -22.7% | -27.0% |
| 3Y | +335.0% | +21.2% | +313.8% | +260.0% |
| 5Y | +915.3% | -27.8% | +943.1% | +921.7% |
| 10Y | +3,877.5% | -41.0% | +3,918.5% | +3,897.4% |
| All | +3,877.5% | -39.7% | +3,917.2% | +3,897.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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