-55.3%
FIS vs STRL
+4,310.8%
-4,366.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +15.0% | -16.3% | -2.7% |
| 7D | -29.4% | -13.3% | -16.1% | -28.4% |
| 30D | -16.7% | -43.3% | +26.6% | -12.9% |
| 3M | -33.0% | -46.9% | +13.9% | -29.7% |
| 6M | -33.3% | -65.6% | +32.3% | -28.3% |
| YTD | -56.0% | -5.1% | -50.9% | -59.2% |
| 1Y | -54.6% | -23.1% | -31.5% | -56.9% |
| 3Y | -40.6% | +346.8% | -387.5% | -59.8% |
| 5Y | -71.9% | +907.2% | -979.1% | -84.0% |
| 10Y | -55.3% | +3,988.2% | -4,043.5% | -79.6% |
| All | -55.3% | +4,310.8% | -4,366.1% | -79.6% |
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 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