-84.0%
FIG vs STRL
-7.9%
-76.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -13.9% | -2.8% | -18.0% |
| 7D | -17.4% | -34.6% | +17.2% | -21.0% |
| 30D | -15.9% | -56.7% | +40.7% | -23.2% |
| 3M | -34.5% | -54.4% | +19.9% | -39.6% |
| 6M | -5.0% | -69.7% | +64.6% | -14.6% |
| YTD | -50.7% | -20.2% | -30.4% | -58.0% |
| 1Y | -58.1% | -40.6% | -17.5% | -62.4% |
| All | -84.0% | -7.9% | -76.1% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling