-51.7%
FIG vs STRL
-30.1%
-21.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -21.5% | +26.7% | +1.9% |
| 7D | -4.7% | -27.1% | +22.4% | -8.6% |
| 30D | +0.5% | -45.8% | +46.3% | -7.5% |
| 3M | -18.4% | -47.6% | +29.2% | -25.0% |
| 6M | +10.9% | -46.4% | +57.3% | +0.9% |
| YTD | -40.8% | -7.4% | -33.4% | -46.3% |
| 1Y | -51.7% | -25.9% | -25.8% | -54.1% |
| All | -51.7% | -30.1% | -21.6% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling