+227.8%
STRL vs ALLY
+57.0%
+170.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.3% | -12.5% | -13.1% |
| 7D | -34.6% | -1.1% | -33.5% | -34.5% |
| 30D | -56.7% | +4.2% | -60.8% | -57.9% |
| 3M | -54.4% | -12.4% | -42.0% | -51.3% |
| 6M | -69.7% | -8.7% | -61.0% | -68.5% |
| YTD | -20.2% | -11.6% | -8.6% | -16.0% |
| 1Y | -40.6% | +0.2% | -40.7% | -41.6% |
| All | +227.8% | +57.0% | +170.8% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling