+968.6%
STRL vs AG
+294.5%
+674.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.3% |
| 7D | -26.9% | +6.3% | -33.2% | -27.6% |
| 30D | -52.7% | -8.9% | -43.7% | -52.3% |
| 3M | -52.8% | -12.2% | -40.6% | -52.3% |
| 6M | -71.5% | -28.3% | -43.2% | -70.6% |
| YTD | -17.4% | -8.8% | -8.6% | -17.1% |
| 1Y | -35.0% | +39.4% | -74.3% | -37.3% |
| 3Y | +239.2% | +229.4% | +9.8% | +195.9% |
| 5Y | +830.2% | +14.5% | +815.6% | +763.8% |
| 10Y | +3,574.7% | +82.7% | +3,492.0% | +2,986.0% |
| All | +968.6% | +294.5% | +674.1% | +609.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling