+3,667.9%
STRL vs ALM
+2,100.8%
+1,567.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.7% | -10.8% | -3.7% |
| 7D | +15.7% | +1.2% | +14.4% | +15.5% |
| 30D | -35.5% | -19.3% | -16.1% | -34.3% |
| 3M | -47.1% | -40.6% | -6.5% | -45.1% |
| 6M | -65.8% | -57.9% | -7.9% | -63.7% |
| YTD | -4.5% | -6.7% | +2.2% | -2.7% |
| 1Y | -10.5% | +20.2% | -30.7% | -9.9% |
| 3Y | +340.6% | +879.4% | -538.8% | +306.4% |
| 5Y | +911.0% | +415.3% | +495.8% | +842.5% |
| All | +3,667.9% | +2,100.8% | +1,567.1% | +3,242.0% |
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