+22,793.6%
STRL vs ACGL
+4,429.2%
+18,364.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.2% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | -9.2% | -1.0% | -8.2% | -9.1% |
| 3M | -51.0% | +11.0% | -62.1% | -53.1% |
| 6M | +15.8% | -0.3% | +16.1% | +14.3% |
| YTD | +58.9% | +2.3% | +56.6% | +55.0% |
| 1Y | +68.5% | +6.4% | +62.1% | +61.9% |
| 3Y | +485.2% | +34.0% | +451.3% | +413.8% |
| 5Y | +2,005.1% | +161.6% | +1,843.5% | +1,400.8% |
| 10Y | +7,118.0% | +278.6% | +6,839.4% | +4,594.4% |
| All | +22,793.6% | +4,429.2% | +18,364.4% | +13,409.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling