+227.8%
STRL vs ACGL
+35.5%
+192.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.1% | -13.8% | -13.9% |
| 7D | -34.6% | +6.4% | -41.0% | -33.4% |
| 30D | -56.7% | +16.6% | -73.3% | -55.0% |
| 3M | -54.4% | +11.6% | -66.0% | -53.0% |
| 6M | -69.7% | +17.5% | -87.1% | -68.6% |
| YTD | -20.2% | +15.3% | -35.5% | -17.4% |
| 1Y | -40.6% | +26.3% | -66.9% | -39.1% |
| All | +227.8% | +35.5% | +192.3% | +254.0% |
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