-25.9%
STRL vs ALM
+44.8%
-70.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.2% | -22.6% | -21.8% |
| 7D | -27.1% | -6.4% | -20.7% | -25.5% |
| 30D | -45.8% | -35.0% | -10.8% | -38.1% |
| 3M | -47.6% | -33.8% | -13.8% | -41.6% |
| 6M | -46.4% | -55.0% | +8.6% | -34.0% |
| YTD | -7.4% | -0.2% | -7.1% | -4.2% |
| 1Y | -25.9% | +41.8% | -67.6% | -30.3% |
| All | -25.9% | +44.8% | -70.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling