-10.5%
STRL vs ALM
+19.0%
-29.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.7% | -10.8% | -5.7% |
| 7D | +15.7% | +1.2% | +14.4% | +15.0% |
| 30D | -35.5% | -19.3% | -16.1% | -30.8% |
| 3M | -47.1% | -40.6% | -6.5% | -38.5% |
| 6M | -65.8% | -57.9% | -7.9% | -56.5% |
| YTD | -4.5% | -6.7% | +2.2% | -0.6% |
| 1Y | -10.5% | +20.2% | -30.7% | -13.7% |
| All | -10.5% | +19.0% | -29.4% | -13.7% |
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