+19,359.6%
STRL vs ALK
+706.3%
+18,653.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.2% | +5.3% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | -9.2% | -19.2% | +10.0% | -3.6% |
| 3M | -51.0% | -1.5% | -49.5% | -51.2% |
| 6M | +15.8% | -13.1% | +28.8% | +19.5% |
| YTD | +58.9% | -16.4% | +75.3% | +65.4% |
| 1Y | +68.5% | -33.1% | +101.6% | +86.1% |
| 3Y | +485.2% | +0.6% | +484.6% | +459.0% |
| 5Y | +2,005.1% | -26.4% | +2,031.5% | +2,058.8% |
| 10Y | +7,118.0% | -34.2% | +7,152.1% | +7,065.2% |
| All | +19,359.6% | +706.3% | +18,653.3% | +8,959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling