-10.5%
STRL vs AG
+7.9%
-18.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.2% |
| 7D | +15.7% | -10.0% | +25.6% | +20.2% |
| 30D | -35.5% | -10.5% | -25.0% | -33.1% |
| 3M | -47.1% | -27.3% | -19.9% | -41.2% |
| 6M | -65.8% | -43.0% | -22.8% | -59.5% |
| YTD | -4.5% | -17.9% | +13.4% | -0.2% |
| 1Y | -10.5% | +11.9% | -22.4% | -16.9% |
| All | -10.5% | +7.9% | -18.3% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling