+5,187.9%
STRL vs ALM
+7,705.7%
-2,517.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.3% | +5.8% |
| 7D | +3.4% | -2.6% | +6.0% | +3.4% |
| 30D | -9.2% | +32.0% | -41.2% | -9.3% |
| 3M | -51.0% | -15.0% | -36.0% | -51.0% |
| 6M | +15.8% | -10.1% | +25.9% | +15.8% |
| YTD | +58.9% | +99.4% | -40.6% | +58.8% |
| 1Y | +68.5% | +316.4% | -247.8% | +68.5% |
| 3Y | +485.2% | +2,022.0% | -1,536.8% | +486.2% |
| 5Y | +2,005.1% | +941.2% | +1,063.9% | +2,007.7% |
| 10Y | +7,118.0% | +2,950.3% | +4,167.6% | +7,159.5% |
| All | +5,187.9% | +7,705.7% | -2,517.8% | +5,412.9% |
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