-41.3%
FIS vs STRL
+354.9%
-396.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.1% |
| 7D | -3.5% | +23.4% | -26.9% | -3.5% |
| 30D | -19.4% | -39.5% | +20.1% | -20.1% |
| 3M | -31.6% | -45.1% | +13.5% | -32.2% |
| 6M | -32.5% | -64.6% | +32.0% | -33.4% |
| YTD | -56.0% | -1.5% | -54.5% | -58.1% |
| 1Y | -55.5% | -20.8% | -34.8% | -57.2% |
| All | -41.3% | +354.9% | -396.2% | -54.5% |
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 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