+3,667.8%
STRL vs ACWI
+219.0%
+3,448.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -26.9% | -2.4% | -24.6% | -24.4% |
| 30D | -52.7% | -5.2% | -47.5% | -48.6% |
| 3M | -52.8% | -4.8% | -48.0% | -48.9% |
| 6M | -71.5% | -1.3% | -70.2% | -70.2% |
| YTD | -17.4% | +8.4% | -25.8% | -22.5% |
| 1Y | -35.0% | +11.0% | -46.0% | -40.4% |
| 3Y | +239.2% | +70.6% | +168.7% | +90.0% |
| 5Y | +830.2% | +55.3% | +774.9% | +486.5% |
| All | +3,667.8% | +219.0% | +3,448.8% | +966.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling