+3,667.8%
STRL vs ALK
-41.7%
+3,709.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | -26.9% | +9.0% | -36.0% | -30.6% |
| 30D | -52.7% | -1.6% | -51.0% | -53.1% |
| 3M | -52.8% | -23.2% | -29.7% | -48.1% |
| 6M | -71.5% | -3.9% | -67.6% | -72.1% |
| YTD | -17.4% | -22.6% | +5.1% | -11.6% |
| 1Y | -35.0% | -5.3% | -29.6% | -36.2% |
| 3Y | +239.2% | +18.6% | +220.6% | +182.3% |
| 5Y | +830.2% | -34.4% | +864.6% | +872.8% |
| All | +3,667.8% | -41.7% | +3,709.5% | +3,879.6% |
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