+4,925.7%
STRL vs ACI
+25.9%
+4,899.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.8% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | -9.2% | +5.9% | -15.1% | -9.3% |
| 3M | -51.0% | -19.8% | -31.3% | -50.6% |
| 6M | +15.8% | -24.7% | +40.5% | +17.0% |
| YTD | +58.9% | -24.4% | +83.3% | +60.5% |
| 1Y | +68.5% | -31.5% | +100.0% | +71.6% |
| 3Y | +485.2% | -38.7% | +523.9% | +499.3% |
| 5Y | +2,005.1% | -42.8% | +2,047.9% | +2,035.7% |
| All | +4,925.7% | +25.9% | +4,899.8% | +5,094.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling