+3,667.8%
STRL vs ALLY
+189.4%
+3,478.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.3% |
| 7D | -26.9% | +0.9% | -27.8% | -27.7% |
| 30D | -52.7% | +3.1% | -55.8% | -53.7% |
| 3M | -52.8% | -12.6% | -40.3% | -50.1% |
| 6M | -71.5% | -12.4% | -59.0% | -69.9% |
| YTD | -17.4% | -13.2% | -4.3% | -13.0% |
| 1Y | -35.0% | +1.8% | -36.8% | -36.4% |
| 3Y | +239.2% | +58.0% | +181.3% | +165.3% |
| 5Y | +830.2% | -8.4% | +838.6% | +795.8% |
| All | +3,667.8% | +189.4% | +3,478.5% | +1,785.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling