+2,022.6%
STRL vs AG
+64.2%
+1,958.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.0% | +7.7% | +6.2% |
| 7D | +3.4% | +1.0% | +2.4% | +3.1% |
| 30D | -9.2% | +19.2% | -28.4% | -12.8% |
| 3M | -51.0% | +6.2% | -57.2% | -51.9% |
| 6M | +15.8% | -26.7% | +42.5% | +20.9% |
| YTD | +58.9% | +26.1% | +32.7% | +50.0% |
| 1Y | +68.5% | +131.7% | -63.1% | +43.0% |
| 3Y | +485.2% | +255.3% | +229.9% | +346.8% |
| All | +2,022.6% | +64.2% | +1,958.4% | +1,704.4% |
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 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