-34.2%
STRL vs SGI
-29.2%
-5.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.5% | +8.9% | +5.5% |
| 7D | -26.9% | +1.0% | -27.9% | -28.1% |
| 30D | -52.7% | +3.9% | -56.6% | -54.4% |
| 3M | -52.8% | -0.8% | -52.0% | -53.7% |
| 6M | -71.5% | -18.0% | -53.5% | -68.0% |
| YTD | -17.4% | -27.6% | +10.2% | -4.6% |
| All | -34.2% | -29.2% | -5.1% | -21.0% |
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