+68.5%
STRL vs ACGL
+4.8%
+63.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +4.1% |
| 7D | +3.4% | -0.7% | +4.1% | +2.7% |
| 30D | -9.2% | -1.0% | -8.2% | -9.8% |
| 3M | -51.0% | +11.0% | -62.1% | -47.1% |
| 6M | +15.8% | -0.3% | +16.1% | +19.3% |
| YTD | +58.9% | +2.3% | +56.6% | +67.3% |
| 1Y | +68.5% | +6.4% | +62.1% | +82.9% |
| All | +68.5% | +4.8% | +63.7% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling