+68.5%
STRL vs AGI
+17.6%
+50.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.7% | +6.4% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | -9.2% | +18.2% | -27.5% | -15.0% |
| 3M | -51.0% | -4.1% | -46.9% | -50.8% |
| 6M | +15.8% | -28.7% | +44.5% | +27.0% |
| YTD | +58.9% | -4.0% | +62.8% | +55.3% |
| 1Y | +68.5% | +17.4% | +51.1% | +48.0% |
| All | +68.5% | +17.6% | +50.9% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling