+3,644.4%
FIX vs STRL
+3,927.3%
-282.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -13.9% | -19.8% | +5.9% | -4.6% |
| 30D | -35.5% | -43.6% | +8.0% | -15.7% |
| 3M | -33.9% | -45.2% | +11.3% | -12.4% |
| 6M | -43.3% | -65.7% | +22.4% | -8.8% |
| YTD | +18.7% | -5.4% | +24.1% | +10.6% |
| 1Y | +13.8% | -24.7% | +38.4% | +17.6% |
| 3Y | +495.0% | +335.0% | +159.9% | +185.7% |
| 5Y | +1,049.0% | +915.3% | +133.8% | +269.8% |
| 10Y | +3,644.4% | +3,877.5% | -233.0% | +597.1% |
| All | +3,644.4% | +3,927.3% | -282.8% | +597.1% |
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