-64.6%
STRL vs AG
-39.1%
-25.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.5% | +1.5% |
| 7D | +23.4% | -6.0% | +29.5% | +26.7% |
| 30D | -39.5% | -14.3% | -25.2% | -35.1% |
| 3M | -45.1% | -26.9% | -18.1% | -37.3% |
| 6M | -64.6% | -42.1% | -22.5% | -52.6% |
| All | -64.6% | -39.1% | -25.5% | -52.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling