-80.3%
FIG vs STRL
+89.2%
-169.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.2% | -8.9% | -5.3% |
| 7D | -16.4% | +10.1% | -26.5% | -15.3% |
| 30D | -2.3% | -8.2% | +5.9% | -3.1% |
| 3M | +7.8% | -43.7% | +51.5% | +4.4% |
| 6M | -21.8% | +27.1% | -49.0% | -25.1% |
| YTD | -39.1% | +64.0% | -103.1% | -44.1% |
| 1Y | -56.6% | +75.2% | -131.8% | -55.3% |
| All | -80.3% | +89.2% | -169.5% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling