+7,285.0%
STRL vs AGI
+392.3%
+6,892.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | +5.0% | -2.7% | +7.8% | +5.3% |
| 30D | -6.9% | +7.2% | -14.2% | -7.5% |
| 3M | -39.1% | +4.3% | -43.3% | -39.4% |
| 6M | +21.5% | -27.1% | +48.6% | +23.5% |
| YTD | +66.9% | -6.6% | +73.5% | +67.3% |
| 1Y | +61.6% | +9.5% | +52.1% | +60.9% |
| 3Y | +560.0% | +208.4% | +351.6% | +540.1% |
| 5Y | +2,238.9% | +401.6% | +1,837.2% | +2,166.9% |
| All | +7,285.0% | +392.3% | +6,892.6% | +7,626.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling