-25.9%
STRL vs SGI
-10.7%
-15.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.8% | -28.3% | -23.5% |
| 7D | -27.1% | +12.1% | -39.1% | -30.5% |
| 30D | -45.8% | +12.1% | -57.9% | -48.6% |
| 3M | -47.6% | +0.4% | -48.1% | -47.9% |
| 6M | -46.4% | -4.0% | -42.4% | -45.1% |
| YTD | -7.4% | -21.2% | +13.9% | +0.2% |
| 1Y | -25.9% | -12.1% | -13.8% | -18.8% |
| All | -25.9% | -10.7% | -15.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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