+799.0%
STRL vs ACWI
+55.1%
+743.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.8% | -10.0% | -7.3% |
| 7D | -34.6% | -4.0% | -30.6% | -29.8% |
| 30D | -56.7% | -5.8% | -50.8% | -51.7% |
| 3M | -54.4% | -5.0% | -49.4% | -49.7% |
| 6M | -69.7% | +0.7% | -70.4% | -69.1% |
| YTD | -20.2% | +8.4% | -28.6% | -25.8% |
| 1Y | -40.6% | +10.1% | -50.7% | -45.5% |
| 3Y | +221.7% | +70.8% | +150.9% | +79.7% |
| 5Y | +799.0% | +55.4% | +743.6% | +479.2% |
| All | +799.0% | +55.1% | +743.9% | +479.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling