+7,161.0%
STRL vs ALLY
+191.1%
+6,969.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.6% |
| 7D | +3.4% | +3.7% | -0.3% | +1.6% |
| 30D | -9.2% | -2.3% | -7.0% | -8.3% |
| 3M | -51.0% | +3.8% | -54.9% | -52.0% |
| 6M | +15.8% | +9.7% | +6.1% | +10.6% |
| YTD | +58.9% | -1.4% | +60.3% | +58.9% |
| 1Y | +68.5% | +8.2% | +60.3% | +61.4% |
| 3Y | +485.2% | +66.5% | +418.7% | +347.0% |
| 5Y | +2,005.1% | +1.2% | +2,003.9% | +1,844.0% |
| All | +7,161.0% | +191.1% | +6,969.9% | +3,478.7% |
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 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