+526.2%
STRL vs AGNC
+62.8%
+463.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | -0.4% |
| 7D | +5.4% | -4.4% | +9.8% | +8.0% |
| 30D | -9.0% | -5.4% | -3.6% | -6.2% |
| 3M | -37.1% | +3.5% | -40.5% | -38.9% |
| 6M | +17.8% | +1.7% | +16.1% | +16.2% |
| YTD | +58.3% | +3.9% | +54.5% | +55.0% |
| 1Y | +61.0% | +13.8% | +47.2% | +50.8% |
| All | +526.2% | +62.8% | +463.4% | +426.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling