+9,930.7%
STRL vs SGI
+2,083.6%
+7,847.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.6% |
| 7D | +3.4% | +8.5% | -5.2% | +1.1% |
| 30D | -9.2% | +0.7% | -9.9% | -9.7% |
| 3M | -51.0% | +0.6% | -51.6% | -51.4% |
| 6M | +15.8% | -17.9% | +33.7% | +21.9% |
| YTD | +58.9% | -21.2% | +80.0% | +68.6% |
| 1Y | +68.5% | -18.9% | +87.4% | +77.2% |
| 3Y | +485.2% | +52.6% | +432.6% | +419.4% |
| 5Y | +2,005.1% | +60.7% | +1,944.4% | +1,696.8% |
| 10Y | +7,118.0% | +278.1% | +6,839.8% | +4,435.2% |
| All | +9,930.7% | +2,083.6% | +7,847.1% | +2,712.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling