+784.6%
STRL vs AG
+12.9%
+771.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.1% |
| 7D | -26.9% | +6.3% | -33.2% | -28.2% |
| 30D | -52.7% | -8.9% | -43.7% | -51.8% |
| 3M | -52.8% | -12.2% | -40.6% | -51.8% |
| 6M | -71.5% | -28.3% | -43.2% | -69.8% |
| YTD | -17.4% | -8.8% | -8.6% | -16.8% |
| 1Y | -35.0% | +39.4% | -74.3% | -39.0% |
| 3Y | +239.2% | +229.4% | +9.8% | +169.8% |
| All | +784.6% | +12.9% | +771.7% | +710.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling