+3,667.8%
STRL vs ALM
+2,022.9%
+1,644.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.3% | +3.3% |
| 7D | -26.9% | -6.7% | -20.2% | -26.5% |
| 30D | -52.7% | -32.9% | -19.8% | -51.1% |
| 3M | -52.8% | -39.5% | -13.3% | -51.0% |
| 6M | -71.5% | -62.0% | -9.5% | -69.5% |
| YTD | -17.4% | -7.8% | -9.6% | -15.8% |
| 1Y | -35.0% | +26.7% | -61.6% | -34.7% |
| 3Y | +239.2% | +825.4% | -586.1% | +213.0% |
| 5Y | +830.2% | +401.2% | +428.9% | +767.0% |
| All | +3,667.8% | +2,022.9% | +1,644.9% | +3,222.3% |
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 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