+784.6%
STRL vs ALM
+396.4%
+388.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.3% | +3.2% |
| 7D | -26.9% | -6.7% | -20.2% | -26.2% |
| 30D | -52.7% | -32.9% | -19.8% | -50.3% |
| 3M | -52.8% | -39.5% | -13.3% | -50.1% |
| 6M | -71.5% | -62.0% | -9.5% | -68.6% |
| YTD | -17.4% | -7.8% | -9.6% | -14.1% |
| 1Y | -35.0% | +26.7% | -61.6% | -33.5% |
| 3Y | +239.2% | +825.4% | -586.1% | +230.0% |
| All | +784.6% | +396.4% | +388.2% | +789.8% |
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 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