+2,082.1%
STRL vs AGNC
+26.7%
+2,055.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.6% |
| 7D | +5.0% | -4.7% | +9.7% | +7.5% |
| 30D | -6.9% | -5.7% | -1.2% | -4.2% |
| 3M | -39.1% | +1.9% | -40.9% | -40.1% |
| 6M | +21.5% | +1.8% | +19.7% | +20.3% |
| YTD | +66.9% | +3.4% | +63.4% | +64.3% |
| 1Y | +61.6% | +13.6% | +48.0% | +52.4% |
| 3Y | +560.0% | +60.4% | +499.6% | +434.4% |
| All | +2,082.1% | +26.7% | +2,055.4% | +2,033.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling