+2,022.6%
STRL vs SGI
+60.4%
+1,962.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.5% |
| 7D | +3.4% | +8.5% | -5.2% | -0.7% |
| 30D | -9.2% | +0.7% | -9.9% | -10.0% |
| 3M | -51.0% | +0.6% | -51.6% | -51.8% |
| 6M | +15.8% | -17.9% | +33.7% | +26.0% |
| YTD | +58.9% | -21.2% | +80.0% | +75.1% |
| 1Y | +68.5% | -18.9% | +87.4% | +82.8% |
| 3Y | +485.2% | +52.6% | +432.6% | +373.8% |
| All | +2,022.6% | +60.4% | +1,962.2% | +1,535.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling