+227.8%
STRL vs ALLE
+90.7%
+137.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.9% | -11.0% | -12.6% |
| 7D | -34.6% | 0.0% | -34.7% | -34.7% |
| 30D | -56.7% | +20.6% | -77.2% | -60.7% |
| 3M | -54.4% | +11.4% | -65.8% | -56.9% |
| 6M | -69.7% | +42.5% | -112.2% | -75.6% |
| YTD | -20.2% | +18.9% | -39.1% | -28.0% |
| 1Y | -40.6% | +14.2% | -54.7% | -44.9% |
| All | +227.8% | +90.7% | +137.2% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling