+3,786.6%
STRL vs ALM
+1,942.8%
+1,843.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.2% |
| 7D | +23.4% | -4.0% | +27.5% | +23.9% |
| 30D | -39.5% | -30.5% | -9.0% | -37.7% |
| 3M | -45.1% | -46.9% | +1.8% | -42.4% |
| 6M | -64.6% | -65.5% | +0.9% | -61.9% |
| YTD | -1.5% | -13.4% | +11.9% | +1.0% |
| 1Y | -20.8% | +9.8% | -30.6% | -19.7% |
| 3Y | +353.1% | +783.1% | -430.0% | +321.1% |
| 5Y | +942.9% | +378.3% | +564.6% | +878.7% |
| All | +3,786.6% | +1,942.8% | +1,843.8% | +3,370.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling