+3,786.6%
STRL vs AG
+80.4%
+3,706.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.5% | 0.0% |
| 7D | +23.4% | -6.0% | +29.5% | +24.6% |
| 30D | -39.5% | -14.3% | -25.2% | -38.3% |
| 3M | -45.1% | -26.9% | -18.1% | -42.8% |
| 6M | -64.6% | -42.1% | -22.5% | -62.1% |
| YTD | -1.5% | -15.9% | +14.3% | +0.3% |
| 1Y | -20.8% | +11.5% | -32.3% | -21.8% |
| 3Y | +353.1% | +208.0% | +145.1% | +295.6% |
| 5Y | +942.9% | +2.4% | +940.5% | +866.5% |
| All | +3,786.6% | +80.4% | +3,706.2% | +3,424.4% |
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