+3,653.2%
FIX vs STRL
+3,580.1%
+73.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +2.0% | +3.8% |
| 7D | -17.5% | -26.9% | +9.5% | -4.2% |
| 30D | -41.6% | -52.7% | +11.1% | -16.9% |
| 3M | -40.6% | -52.8% | +12.2% | -15.4% |
| 6M | -49.4% | -71.5% | +22.1% | -11.3% |
| YTD | +9.2% | -17.4% | +26.6% | +8.6% |
| 1Y | +6.5% | -35.0% | +41.4% | +18.0% |
| 3Y | +448.7% | +239.2% | +209.5% | +191.2% |
| 5Y | +948.7% | +830.2% | +118.6% | +252.0% |
| All | +3,653.2% | +3,580.1% | +73.1% | +569.7% |
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