+2,648.0%
STRL vs ALM
+3,507.4%
-859.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.3% | +3.5% |
| 7D | -26.9% | -6.7% | -20.2% | -26.9% |
| 30D | -52.7% | -32.9% | -19.8% | -52.6% |
| 3M | -52.8% | -39.5% | -13.3% | -52.8% |
| 6M | -71.5% | -62.0% | -9.5% | -71.4% |
| YTD | -17.4% | -7.8% | -9.6% | -17.3% |
| 1Y | -35.0% | +26.7% | -61.6% | -34.8% |
| 3Y | +239.2% | +825.4% | -586.1% | +240.4% |
| 5Y | +830.2% | +401.2% | +428.9% | +833.4% |
| 10Y | +3,574.7% | +2,074.0% | +1,500.7% | +3,607.9% |
| All | +2,648.0% | +3,507.4% | -859.4% | +2,771.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling