+2,105.4%
FIX vs STRL
+2,010.6%
+94.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.8% | -1.0% |
| 7D | +6.0% | +3.4% | +2.6% | +4.2% |
| 30D | -7.2% | -9.2% | +2.0% | -2.6% |
| 3M | -15.9% | -51.0% | +35.2% | +17.9% |
| 6M | +12.7% | +15.8% | -3.0% | -7.5% |
| YTD | +72.8% | +58.9% | +13.9% | +18.5% |
| 1Y | +122.9% | +68.5% | +54.4% | +46.4% |
| 3Y | +774.3% | +485.2% | +289.1% | +212.5% |
| All | +2,105.4% | +2,010.6% | +94.8% | +308.7% |
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 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