+7,285.0%
STRL vs AGNC
+83.7%
+7,201.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.6% |
| 7D | +5.0% | -4.7% | +9.7% | +7.7% |
| 30D | -6.9% | -5.7% | -1.2% | -4.0% |
| 3M | -39.1% | +1.9% | -40.9% | -40.2% |
| 6M | +21.5% | +1.8% | +19.7% | +20.3% |
| YTD | +66.9% | +3.4% | +63.4% | +64.0% |
| 1Y | +61.6% | +13.6% | +48.0% | +51.2% |
| 3Y | +560.0% | +60.4% | +499.6% | +412.6% |
| 5Y | +2,238.9% | +27.0% | +2,211.9% | +1,939.4% |
| All | +7,285.0% | +83.7% | +7,201.3% | +5,590.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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