+2,022.6%
STRL vs ALK
-25.3%
+2,047.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.2% | +5.1% |
| 7D | +3.4% | -0.7% | +4.1% | +3.7% |
| 30D | -9.2% | -19.2% | +10.0% | -0.8% |
| 3M | -51.0% | -1.5% | -49.5% | -51.5% |
| 6M | +15.8% | -13.1% | +28.8% | +19.7% |
| YTD | +58.9% | -16.4% | +75.3% | +66.0% |
| 1Y | +68.5% | -33.1% | +101.6% | +91.2% |
| 3Y | +485.2% | +0.6% | +484.6% | +433.2% |
| All | +2,022.6% | -25.3% | +2,047.8% | +2,024.8% |
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