+227.8%
STRL vs ACWI
+70.4%
+157.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.8% | -10.0% | -4.6% |
| 7D | -34.6% | -4.0% | -30.6% | -27.9% |
| 30D | -56.7% | -5.8% | -50.8% | -49.6% |
| 3M | -54.4% | -5.0% | -49.4% | -47.9% |
| 6M | -69.7% | +0.7% | -70.4% | -69.2% |
| YTD | -20.2% | +8.4% | -28.6% | -29.2% |
| 1Y | -40.6% | +10.1% | -50.7% | -48.3% |
| All | +227.8% | +70.4% | +157.4% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling