+3,877.1%
STRL vs ACGL
+329.5%
+3,547.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +7.1% | -1.4% | +8.5% | +7.7% |
| 30D | -39.4% | +12.4% | -51.7% | -43.0% |
| 3M | -43.0% | +11.1% | -54.1% | -46.3% |
| 6M | -65.0% | +16.3% | -81.4% | -68.5% |
| YTD | -0.8% | +13.8% | -14.6% | -10.5% |
| 1Y | -20.3% | +20.4% | -40.7% | -30.4% |
| 3Y | +356.5% | +33.6% | +322.9% | +255.9% |
| 5Y | +952.8% | +176.8% | +776.0% | +398.3% |
| 10Y | +3,877.1% | +324.6% | +3,552.5% | +1,333.6% |
| All | +3,877.1% | +329.5% | +3,547.6% | +1,333.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling