+504.0%
STRL vs AG
+260.2%
+243.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.0% | +7.7% | +6.2% |
| 7D | +3.4% | +1.0% | +2.4% | +3.0% |
| 30D | -9.2% | +19.2% | -28.4% | -13.4% |
| 3M | -51.0% | +6.2% | -57.2% | -52.1% |
| 6M | +15.8% | -26.7% | +42.5% | +21.4% |
| YTD | +58.9% | +26.1% | +32.7% | +48.4% |
| 1Y | +68.5% | +131.7% | -63.1% | +39.3% |
| All | +504.0% | +260.2% | +243.8% | +361.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling