+3,988.2%
STRL vs ALM
+2,221.4%
+1,766.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +8.1% | +6.9% | +14.3% |
| 7D | -13.3% | +0.7% | -14.1% | -13.3% |
| 30D | -43.3% | -26.1% | -17.3% | -41.9% |
| 3M | -46.9% | -38.1% | -8.7% | -45.0% |
| 6M | -65.6% | -55.4% | -10.2% | -63.7% |
| YTD | -5.1% | -0.4% | -4.7% | -3.8% |
| 1Y | -23.1% | +25.4% | -48.4% | -22.9% |
| 3Y | +346.8% | +907.8% | -560.9% | +311.4% |
| 5Y | +907.2% | +440.2% | +467.0% | +836.7% |
| 10Y | +3,988.2% | +2,031.1% | +1,957.0% | +3,578.1% |
| All | +3,988.2% | +2,221.4% | +1,766.8% | +3,578.1% |
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