+61.0%
STRL vs AGI
+9.5%
+51.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.9% |
| 7D | +5.4% | -5.4% | +10.8% | +7.4% |
| 30D | -9.0% | +6.6% | -15.6% | -11.5% |
| 3M | -37.1% | +8.2% | -45.2% | -40.1% |
| 6M | +17.8% | -29.3% | +47.1% | +29.7% |
| YTD | +58.3% | -7.4% | +65.7% | +56.7% |
| 1Y | +61.0% | +7.9% | +53.1% | +44.6% |
| All | +61.0% | +9.5% | +51.5% | +44.6% |
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