-25.9%
STRL vs ACI
-18.4%
-7.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.5% | -25.0% | -19.5% |
| 7D | -27.1% | +4.5% | -31.5% | -24.7% |
| 30D | -45.8% | +20.9% | -66.7% | -40.0% |
| 3M | -47.6% | +15.2% | -62.9% | -43.0% |
| 6M | -46.4% | -13.3% | -33.1% | -45.5% |
| YTD | -7.4% | -16.2% | +8.8% | -5.4% |
| 1Y | -25.9% | -16.9% | -9.0% | -25.5% |
| All | -25.9% | -18.4% | -7.4% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling