+907.2%
STRL vs ALK
-29.1%
+936.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +7.1% | +7.9% | +12.0% |
| 7D | -13.3% | +8.9% | -22.3% | -17.0% |
| 30D | -43.3% | +5.9% | -49.3% | -45.3% |
| 3M | -46.9% | -16.5% | -30.3% | -43.3% |
| 6M | -65.6% | +2.1% | -67.7% | -67.0% |
| YTD | -5.1% | -17.1% | +12.0% | -1.5% |
| 1Y | -23.1% | -2.9% | -20.2% | -25.2% |
| 3Y | +346.8% | +24.5% | +322.4% | +266.2% |
| 5Y | +907.2% | -29.1% | +936.3% | +932.6% |
| All | +907.2% | -29.1% | +936.3% | +932.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling