+14.2%
AGG vs STRL
+6,846.4%
-6,832.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -0.9% | +5.4% | -6.3% | -0.9% |
| 30D | -1.0% | -9.0% | +8.0% | -0.9% |
| 3M | -1.3% | -37.1% | +35.8% | -1.2% |
| 6M | -2.1% | +17.8% | -19.9% | -2.1% |
| YTD | -1.2% | +58.3% | -59.6% | -1.3% |
| 1Y | -0.5% | +61.0% | -61.5% | -0.5% |
| 3Y | +12.4% | +517.8% | -505.4% | +12.3% |
| 5Y | -2.4% | +2,119.0% | -2,121.4% | -2.3% |
| All | +14.2% | +6,846.4% | -6,832.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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