+539.9%
STRL vs AGI
+208.5%
+331.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.6% |
| 7D | +10.1% | +4.4% | +5.7% | +8.6% |
| 30D | -8.2% | +10.0% | -18.2% | -11.0% |
| 3M | -43.7% | +1.7% | -45.4% | -44.6% |
| 6M | +27.1% | -26.8% | +53.9% | +36.0% |
| YTD | +64.0% | -5.3% | +69.3% | +63.4% |
| 1Y | +75.2% | +11.5% | +63.7% | +67.0% |
| 3Y | +539.9% | +212.9% | +327.0% | +404.3% |
| All | +539.9% | +208.5% | +331.4% | +404.3% |
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