+12,471.5%
FIX vs STRL
+64,765.3%
-52,293.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.8% | +1.1% |
| 7D | +6.0% | +3.4% | +2.6% | +5.5% |
| 30D | -7.2% | -9.2% | +2.0% | -6.0% |
| 3M | -15.9% | -51.0% | +35.2% | -7.6% |
| 6M | +12.7% | +15.8% | -3.0% | +9.6% |
| YTD | +72.8% | +58.9% | +13.9% | +61.8% |
| 1Y | +122.9% | +68.5% | +54.4% | +107.7% |
| 3Y | +774.3% | +485.2% | +289.1% | +615.7% |
| 5Y | +2,049.5% | +2,005.1% | +44.4% | +1,445.8% |
| 10Y | +5,821.5% | +7,118.0% | -1,296.5% | +3,701.0% |
| All | +12,471.5% | +64,765.3% | -52,293.8% | +7,779.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling