+7,282.2%
STRL vs ACM
+130.7%
+7,151.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +6.0% |
| 7D | +3.4% | -3.7% | +7.1% | +6.2% |
| 30D | -9.2% | -11.1% | +1.9% | -3.1% |
| 3M | -51.0% | -8.0% | -43.1% | -49.9% |
| 6M | +15.8% | -29.7% | +45.4% | +44.6% |
| YTD | +58.9% | -29.4% | +88.2% | +93.6% |
| 1Y | +68.5% | -46.4% | +115.0% | +154.3% |
| 3Y | +485.2% | -22.3% | +507.6% | +582.3% |
| 5Y | +2,005.1% | +4.5% | +2,000.6% | +1,860.2% |
| All | +7,282.2% | +130.7% | +7,151.6% | +4,103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling