-83.7%
FIG vs STRL
-4.7%
-79.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +2.3% |
| 7D | -13.1% | -26.9% | +13.8% | -15.9% |
| 30D | -13.0% | -52.7% | +39.7% | -19.7% |
| 3M | -21.5% | -52.8% | +31.3% | -27.4% |
| 6M | -2.5% | -71.5% | +69.0% | -12.0% |
| YTD | -49.7% | -17.4% | -32.2% | -57.0% |
| 1Y | -59.1% | -35.0% | -24.1% | -63.4% |
| All | -83.7% | -4.7% | -79.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling