+952.8%
STRL vs ALM
+456.2%
+496.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +7.1% | -7.2% | +14.3% | +8.3% |
| 30D | -39.4% | -26.4% | -13.0% | -37.0% |
| 3M | -43.0% | -38.6% | -4.4% | -39.7% |
| 6M | -65.0% | -61.0% | -4.0% | -61.5% |
| YTD | -0.8% | -7.4% | +6.6% | +3.2% |
| 1Y | -20.3% | +14.0% | -34.3% | -18.1% |
| 3Y | +356.5% | +844.4% | -487.9% | +344.0% |
| 5Y | +952.8% | +410.8% | +542.0% | +955.2% |
| All | +952.8% | +456.2% | +496.6% | +955.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling