+1,046.7%
FIX vs STRL
+916.0%
+130.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +15.0% | -5.6% | +1.6% |
| 7D | -7.2% | -13.3% | +6.1% | -0.3% |
| 30D | -35.1% | -43.3% | +8.2% | -13.2% |
| 3M | -34.3% | -46.9% | +12.6% | -9.3% |
| 6M | -42.9% | -65.6% | +22.7% | -4.6% |
| YTD | +19.5% | -5.1% | +24.5% | +6.1% |
| 1Y | +16.8% | -23.1% | +39.8% | +16.1% |
| 3Y | +506.7% | +346.8% | +159.9% | +156.2% |
| 5Y | +1,046.7% | +907.2% | +139.5% | +202.7% |
| All | +1,046.7% | +916.0% | +130.7% | +202.7% |
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