+2,315.4%
STRL vs AGNC
+648.3%
+1,667.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.6% |
| 7D | +8.2% | -1.0% | +9.2% | +8.8% |
| 30D | -6.3% | -1.2% | -5.1% | -5.7% |
| 3M | -41.2% | +5.4% | -46.6% | -43.2% |
| 6M | +20.4% | +6.7% | +13.7% | +16.3% |
| YTD | +61.7% | +7.1% | +54.6% | +56.0% |
| 1Y | +72.7% | +16.3% | +56.4% | +59.3% |
| 3Y | +530.9% | +68.5% | +462.5% | +372.8% |
| 5Y | +2,125.4% | +31.4% | +2,094.0% | +1,760.3% |
| 10Y | +7,301.3% | +89.6% | +7,211.8% | +4,837.1% |
| All | +2,315.4% | +648.3% | +1,667.0% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling