+6,950.6%
STRL vs SGI
+263.0%
+6,687.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.6% |
| 7D | +3.4% | +8.5% | -5.2% | +0.4% |
| 30D | -9.2% | +0.7% | -9.9% | -9.8% |
| 3M | -51.0% | +0.6% | -51.6% | -51.6% |
| 6M | +15.8% | -17.9% | +33.7% | +23.4% |
| YTD | +58.9% | -21.2% | +80.0% | +71.1% |
| 1Y | +68.5% | -18.9% | +87.4% | +79.3% |
| 3Y | +485.2% | +52.6% | +432.6% | +402.8% |
| 5Y | +2,005.1% | +60.7% | +1,944.4% | +1,614.8% |
| All | +6,950.6% | +263.0% | +6,687.6% | +4,029.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling