+894.6%
FIX vs STRL
+788.2%
+106.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -13.9% | +2.3% | -4.4% |
| 7D | -27.2% | -34.6% | +7.4% | -9.3% |
| 30D | -46.9% | -56.7% | +9.7% | -18.4% |
| 3M | -44.4% | -54.4% | +10.0% | -16.8% |
| 6M | -50.9% | -69.7% | +18.8% | -12.5% |
| YTD | +3.5% | -20.2% | +23.7% | +0.9% |
| 1Y | -2.1% | -40.6% | +38.4% | +11.8% |
| 3Y | +418.7% | +221.7% | +197.1% | +153.8% |
| 5Y | +894.6% | +799.0% | +95.6% | +178.8% |
| All | +894.6% | +788.2% | +106.4% | +178.8% |
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