+340.6%
STRL vs SGI
+67.2%
+273.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +15.7% | -5.3% | +21.0% | +18.8% |
| 30D | -35.5% | -2.1% | -33.4% | -36.2% |
| 3M | -47.1% | -8.2% | -39.0% | -46.2% |
| 6M | -65.8% | -4.6% | -61.2% | -66.5% |
| YTD | -4.5% | -31.5% | +26.9% | +13.2% |
| 1Y | -10.5% | -30.8% | +20.3% | +5.5% |
| 3Y | +340.6% | +67.2% | +273.4% | +229.7% |
| All | +340.6% | +67.2% | +273.4% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling