-83.2%
FIG vs STRL
+10.2%
-93.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +2.5% |
| 7D | +3.4% | +15.7% | -12.2% | +4.8% |
| 30D | -9.5% | -35.5% | +26.0% | -13.7% |
| 3M | -26.2% | -47.1% | +21.0% | -31.1% |
| 6M | +2.7% | -65.8% | +68.5% | -6.1% |
| YTD | -48.0% | -4.5% | -43.4% | -54.9% |
| 1Y | -52.0% | -10.5% | -41.6% | -58.0% |
| All | -83.2% | +10.2% | -93.3% | -82.4% |
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