+336.3%
STRL vs AGI
+145.3%
+191.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +5.0% | +1.0% |
| 7D | -19.8% | +13.9% | -33.7% | -23.4% |
| 30D | -43.6% | -6.2% | -37.3% | -42.7% |
| 3M | -45.2% | -6.9% | -38.3% | -44.4% |
| 6M | -65.7% | -28.7% | -37.0% | -62.7% |
| YTD | -5.4% | -19.8% | +14.3% | -1.5% |
| 1Y | -24.7% | -4.8% | -19.9% | -25.0% |
| All | +336.3% | +145.3% | +191.1% | +254.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling