+340.6%
STRL vs ALLY
+65.3%
+275.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | +15.7% | +0.4% | +15.3% | +15.5% |
| 30D | -35.5% | +5.2% | -40.7% | -37.7% |
| 3M | -47.1% | -13.3% | -33.8% | -43.3% |
| 6M | -65.8% | -6.7% | -59.1% | -64.9% |
| YTD | -4.5% | -12.8% | +8.3% | +1.3% |
| 1Y | -10.5% | +0.7% | -11.2% | -12.5% |
| 3Y | +340.6% | +65.2% | +275.4% | +306.7% |
| All | +340.6% | +65.3% | +275.3% | +306.7% |
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 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