-20.3%
STRL vs ALK
-3.2%
-17.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.2% | +5.5% |
| 7D | +7.1% | +2.6% | +4.5% | +6.3% |
| 30D | -39.4% | +7.8% | -47.2% | -41.9% |
| 3M | -43.0% | -15.2% | -27.7% | -38.1% |
| 6M | -65.0% | +5.0% | -70.0% | -67.7% |
| YTD | -0.8% | -18.4% | +17.7% | -0.4% |
| 1Y | -20.3% | -2.4% | -17.9% | -26.7% |
| All | -20.3% | -3.2% | -17.1% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling