+504.0%
STRL vs ALM
+2,063.1%
-1,559.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.3% | +6.0% |
| 7D | +3.4% | -2.6% | +6.0% | +3.8% |
| 30D | -9.2% | +32.0% | -41.2% | -12.7% |
| 3M | -51.0% | -15.0% | -36.0% | -50.6% |
| 6M | +15.8% | -10.1% | +25.9% | +15.4% |
| YTD | +58.9% | +99.4% | -40.6% | +50.2% |
| 1Y | +68.5% | +316.4% | -247.8% | +53.9% |
| All | +504.0% | +2,063.1% | -1,559.1% | +463.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling