-83.2%
FIG vs STRL
+9.5%
-92.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +15.0% | -11.8% | +4.5% |
| 7D | -12.6% | -13.3% | +0.7% | -14.0% |
| 30D | -13.8% | -43.3% | +29.6% | -19.1% |
| 3M | -16.7% | -46.9% | +30.2% | -22.1% |
| 6M | -6.1% | -65.6% | +59.5% | -14.1% |
| YTD | -48.1% | -5.1% | -43.0% | -55.1% |
| 1Y | -56.2% | -23.1% | -33.1% | -60.5% |
| All | -83.2% | +9.5% | -92.7% | -82.5% |
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