+98.3%
AGG vs STRL
+17,590.5%
-17,492.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | +0.1% |
| 7D | -0.2% | +3.4% | -3.6% | -0.1% |
| 30D | -0.4% | -9.2% | +8.9% | -0.4% |
| 3M | -0.7% | -51.0% | +50.4% | -0.9% |
| 6M | -1.5% | +15.8% | -17.3% | -1.4% |
| YTD | -0.3% | +58.9% | -59.1% | +0.1% |
| 1Y | +1.3% | +68.5% | -67.2% | +1.7% |
| 3Y | +13.2% | +485.2% | -472.0% | +14.5% |
| 5Y | -1.4% | +2,005.1% | -2,006.5% | +0.4% |
| 10Y | +14.9% | +7,118.0% | -7,103.1% | +18.4% |
| All | +98.3% | +17,590.5% | -17,492.2% | +103.7% |
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