-25.9%
STRL vs ACWI
+14.9%
-40.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.7% | -23.1% | -26.8% |
| 7D | -27.1% | -0.5% | -26.6% | -26.7% |
| 30D | -45.8% | -1.6% | -44.2% | -42.8% |
| 3M | -47.6% | -1.3% | -46.3% | -45.2% |
| 6M | -46.4% | +5.8% | -52.3% | -54.6% |
| YTD | -7.4% | +12.7% | -20.1% | -35.8% |
| 1Y | -25.9% | +15.0% | -40.9% | -52.1% |
| All | -25.9% | +14.9% | -40.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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