+942.9%
STRL vs ACI
-41.9%
+984.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.6% |
| 7D | +23.4% | -0.5% | +23.9% | +23.4% |
| 30D | -39.5% | +4.9% | -44.4% | -39.2% |
| 3M | -45.1% | +11.1% | -56.2% | -44.7% |
| 6M | -64.6% | -14.9% | -49.7% | -64.0% |
| YTD | -1.5% | -19.6% | +18.1% | 0.0% |
| 1Y | -20.8% | -22.7% | +1.9% | -19.2% |
| 3Y | +353.1% | -31.2% | +384.4% | +363.5% |
| 5Y | +942.9% | -42.3% | +985.2% | +956.1% |
| All | +942.9% | -41.9% | +984.8% | +956.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling