+7,161.0%
STRL vs ACGL
+276.1%
+6,885.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.6% |
| 7D | +3.4% | -0.7% | +4.1% | +3.7% |
| 30D | -9.2% | -1.0% | -8.2% | -9.0% |
| 3M | -51.0% | +11.0% | -62.1% | -54.5% |
| 6M | +15.8% | -0.3% | +16.1% | +13.1% |
| YTD | +58.9% | +2.3% | +56.6% | +52.0% |
| 1Y | +68.5% | +6.4% | +62.1% | +56.7% |
| 3Y | +485.2% | +34.0% | +451.3% | +350.6% |
| 5Y | +2,005.1% | +161.6% | +1,843.5% | +923.8% |
| All | +7,161.0% | +276.1% | +6,885.0% | +2,779.9% |
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 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