+4,141.4%
STRL vs ALLE
+260.9%
+3,880.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.6% |
| 30D | -9.2% | -6.8% | -2.4% | -5.4% |
| 3M | -51.0% | +21.0% | -72.1% | -57.1% |
| 6M | +15.8% | +1.1% | +14.7% | +13.7% |
| YTD | +58.9% | -0.5% | +59.4% | +56.7% |
| 1Y | +68.5% | -7.3% | +75.8% | +73.4% |
| 3Y | +485.2% | +42.3% | +443.0% | +358.7% |
| 5Y | +2,005.1% | +13.5% | +1,991.6% | +1,744.1% |
| 10Y | +7,118.0% | +144.0% | +6,973.9% | +4,113.5% |
| All | +4,141.4% | +260.9% | +3,880.6% | +1,912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling