+7,161.0%
STRL vs ACWI
+228.2%
+6,932.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | +0.5% | +2.9% | +2.7% |
| 30D | -9.2% | +0.9% | -10.1% | -10.2% |
| 3M | -51.0% | +2.4% | -53.4% | -52.0% |
| 6M | +15.8% | +12.4% | +3.4% | +1.7% |
| YTD | +58.9% | +15.2% | +43.7% | +35.5% |
| 1Y | +68.5% | +22.7% | +45.8% | +34.2% |
| 3Y | +485.2% | +75.8% | +409.4% | +210.1% |
| 5Y | +2,005.1% | +67.7% | +1,937.4% | +1,084.6% |
| All | +7,161.0% | +228.2% | +6,932.8% | +1,834.5% |
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