+239.2%
STRL vs ACGL
+31.5%
+207.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.4% | +2.7% |
| 7D | -26.9% | +0.9% | -27.8% | -26.6% |
| 30D | -52.7% | +13.7% | -66.4% | -51.2% |
| 3M | -52.8% | +8.0% | -60.9% | -51.8% |
| 6M | -71.5% | +13.3% | -84.8% | -70.7% |
| YTD | -17.4% | +11.8% | -29.3% | -15.2% |
| 1Y | -35.0% | +22.2% | -57.2% | -33.8% |
| 3Y | +239.2% | +32.5% | +206.7% | +263.5% |
| All | +239.2% | +31.5% | +207.7% | +263.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling