+504.0%
STRL vs ALLE
+42.6%
+461.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | -9.2% | -6.8% | -2.4% | -5.6% |
| 3M | -51.0% | +21.0% | -72.1% | -57.3% |
| 6M | +15.8% | +1.1% | +14.7% | +14.2% |
| YTD | +58.9% | -0.5% | +59.4% | +57.2% |
| 1Y | +68.5% | -7.3% | +75.8% | +75.0% |
| All | +504.0% | +42.6% | +461.5% | +336.2% |
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