-35.0%
STRL vs ACI
-23.4%
-11.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +1.7% |
| 7D | -26.9% | -2.2% | -24.7% | -27.3% |
| 30D | -52.7% | +10.3% | -63.0% | -50.0% |
| 3M | -52.8% | +7.2% | -60.0% | -50.6% |
| 6M | -71.5% | -18.0% | -53.5% | -72.0% |
| YTD | -17.4% | -22.0% | +4.5% | -19.1% |
| 1Y | -35.0% | -23.4% | -11.6% | -37.0% |
| All | -35.0% | -23.4% | -11.5% | -37.0% |
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