+346.8%
STRL vs ALLY
+61.3%
+285.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.9% | +14.0% | +14.5% |
| 7D | -13.3% | -0.2% | -13.1% | -13.7% |
| 30D | -43.3% | +3.4% | -46.8% | -44.7% |
| 3M | -46.9% | -11.1% | -35.8% | -43.8% |
| 6M | -65.6% | -11.5% | -54.1% | -63.7% |
| YTD | -5.1% | -12.3% | +7.3% | +0.4% |
| 1Y | -23.1% | +1.1% | -24.2% | -24.8% |
| 3Y | +346.8% | +64.8% | +282.0% | +310.5% |
| All | +346.8% | +61.3% | +285.6% | +310.5% |
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