-39.8%
FIS vs STRL
+233.5%
-273.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.3% |
| 7D | -25.5% | -26.9% | +1.4% | -25.3% |
| 30D | -15.1% | -52.7% | +37.6% | -15.7% |
| 3M | -32.1% | -52.8% | +20.7% | -32.6% |
| 6M | -36.1% | -71.5% | +35.4% | -36.6% |
| YTD | -55.4% | -17.4% | -38.0% | -57.5% |
| 1Y | -53.9% | -35.0% | -18.9% | -55.5% |
| 3Y | -39.8% | +239.2% | -279.0% | -54.0% |
| All | -39.8% | +233.5% | -273.3% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling