-25.9%
STRL vs ALLE
+18.6%
-44.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.8% | -23.2% | -21.7% |
| 7D | -27.1% | +6.7% | -33.7% | -27.9% |
| 30D | -45.8% | +25.4% | -71.2% | -48.6% |
| 3M | -47.6% | +16.9% | -64.6% | -49.1% |
| 6M | -46.4% | +46.6% | -93.0% | -54.2% |
| YTD | -7.4% | +22.4% | -29.8% | -11.4% |
| 1Y | -25.9% | +17.7% | -43.6% | -26.9% |
| All | -25.9% | +18.6% | -44.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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