+96.0%
AGG vs STRL
+10,867.3%
-10,771.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -1.4% | +23.4% | -24.9% | -1.4% |
| 30D | +0.9% | -39.5% | +40.4% | +0.8% |
| 3M | -1.2% | -45.1% | +43.8% | -1.4% |
| 6M | -1.4% | -64.6% | +63.1% | -1.7% |
| YTD | -1.4% | -1.5% | +0.1% | -1.2% |
| 1Y | -1.3% | -20.8% | +19.5% | -1.2% |
| 3Y | +13.8% | +353.1% | -339.4% | +15.0% |
| 5Y | -1.6% | +942.9% | -944.4% | 0.0% |
| 10Y | +16.3% | +3,847.6% | -3,831.3% | +19.6% |
| All | +96.0% | +10,867.3% | -10,771.2% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling