-25.9%
STRL vs ALLY
+4.2%
-30.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.8% | -25.3% | -23.2% |
| 7D | -27.1% | +2.4% | -29.4% | -28.1% |
| 30D | -45.8% | +5.6% | -51.4% | -47.6% |
| 3M | -47.6% | -11.7% | -35.9% | -43.8% |
| 6M | -46.4% | -7.0% | -39.4% | -44.7% |
| YTD | -7.4% | -10.4% | +3.1% | -1.1% |
| 1Y | -25.9% | +2.4% | -28.2% | -32.7% |
| All | -25.9% | +4.2% | -30.1% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling