+3,877.1%
STRL vs ALLY
+182.4%
+3,694.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.2% |
| 7D | +7.1% | -2.8% | +9.9% | +8.7% |
| 30D | -39.4% | +1.9% | -41.3% | -40.3% |
| 3M | -43.0% | -12.1% | -30.8% | -39.8% |
| 6M | -65.0% | -9.0% | -56.0% | -63.7% |
| YTD | -0.8% | -12.9% | +12.1% | +4.5% |
| 1Y | -20.3% | -0.1% | -20.2% | -21.2% |
| 3Y | +356.5% | +64.6% | +291.9% | +250.9% |
| 5Y | +952.8% | -10.1% | +962.9% | +924.9% |
| 10Y | +3,877.1% | +176.7% | +3,700.4% | +2,147.4% |
| All | +3,877.1% | +182.4% | +3,694.7% | +2,147.4% |
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