+3,667.8%
STRL vs ALLE
+222.4%
+3,445.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.0% |
| 7D | -26.9% | -0.6% | -26.3% | -26.8% |
| 30D | -52.7% | +25.3% | -78.0% | -59.4% |
| 3M | -52.8% | +10.3% | -63.1% | -56.3% |
| 6M | -71.5% | +38.0% | -109.5% | -77.5% |
| YTD | -17.4% | +17.8% | -35.2% | -27.8% |
| 1Y | -35.0% | +13.6% | -48.6% | -41.8% |
| 3Y | +239.2% | +89.2% | +150.0% | +115.1% |
| 5Y | +830.2% | +51.1% | +779.1% | +566.3% |
| All | +3,667.8% | +222.4% | +3,445.4% | +1,898.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling