-62.2%
FIS vs STRL
+2,010.6%
-2,072.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.1% |
| 7D | +1.1% | +3.4% | -2.3% | +1.0% |
| 30D | -2.2% | -9.2% | +7.0% | -2.0% |
| 3M | +2.1% | -51.0% | +53.2% | +4.6% |
| 6M | -14.7% | +15.8% | -30.4% | -18.8% |
| YTD | -35.7% | +58.9% | -94.6% | -41.1% |
| 1Y | -37.1% | +68.5% | -105.6% | -43.5% |
| 3Y | -20.0% | +485.2% | -505.2% | -44.8% |
| All | -62.2% | +2,010.6% | -2,072.8% | -82.3% |
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