+3,877.1%
STRL vs AG
+72.5%
+3,804.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.1% | +5.1% |
| 7D | +7.1% | -4.0% | +11.1% | +7.9% |
| 30D | -39.4% | -13.1% | -26.3% | -38.2% |
| 3M | -43.0% | -22.0% | -20.9% | -41.1% |
| 6M | -65.0% | -37.3% | -27.7% | -62.9% |
| YTD | -0.8% | -11.2% | +10.4% | +0.3% |
| 1Y | -20.3% | +23.9% | -44.2% | -22.4% |
| 3Y | +356.5% | +225.1% | +131.4% | +295.5% |
| 5Y | +952.8% | +7.7% | +945.1% | +868.6% |
| 10Y | +3,877.1% | +86.9% | +3,790.2% | +3,449.0% |
| All | +3,877.1% | +72.5% | +3,804.6% | +3,449.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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