+2,030.3%
STRL vs ALLE
+331.3%
+1,698.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.9% | -11.0% | -12.2% |
| 7D | -34.6% | 0.0% | -34.7% | -34.7% |
| 30D | -56.7% | +20.6% | -77.2% | -61.7% |
| 3M | -54.4% | +11.4% | -65.8% | -57.8% |
| 6M | -69.7% | +42.5% | -112.2% | -76.2% |
| YTD | -20.2% | +18.9% | -39.1% | -30.2% |
| 1Y | -40.6% | +14.2% | -54.7% | -46.7% |
| 3Y | +221.7% | +90.7% | +131.0% | +108.7% |
| 5Y | +799.0% | +52.5% | +746.5% | +553.3% |
| 10Y | +3,451.5% | +231.2% | +3,220.2% | +1,639.3% |
| All | +2,030.3% | +331.3% | +1,698.9% | +796.9% |
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 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