+354.5%
STRL vs ACI
-31.0%
+385.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.4% |
| 7D | +23.4% | -0.5% | +23.9% | +23.3% |
| 30D | -39.5% | +4.9% | -44.4% | -38.4% |
| 3M | -45.1% | +11.1% | -56.2% | -43.2% |
| 6M | -64.6% | -14.9% | -49.7% | -64.1% |
| YTD | -1.5% | -19.6% | +18.1% | -0.5% |
| 1Y | -20.8% | -22.7% | +1.9% | -19.9% |
| All | +354.5% | -31.0% | +385.4% | +332.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling