+7,178.3%
STRL vs AG
+57.4%
+7,120.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.4% |
| 7D | +10.1% | +4.5% | +5.6% | +9.4% |
| 30D | -8.2% | +12.9% | -21.1% | -9.8% |
| 3M | -43.7% | +20.9% | -64.6% | -45.3% |
| 6M | +27.1% | -19.5% | +46.6% | +29.6% |
| YTD | +64.0% | +24.8% | +39.2% | +58.6% |
| 1Y | +75.2% | +120.2% | -45.1% | +59.0% |
| 3Y | +539.9% | +279.0% | +260.9% | +439.1% |
| 5Y | +2,133.0% | +67.9% | +2,065.1% | +1,856.8% |
| 10Y | +7,178.3% | +57.5% | +7,120.8% | +6,572.9% |
| All | +7,178.3% | +57.4% | +7,120.9% | +6,572.9% |
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