+7,433.0%
FIX vs STRL
+32,478.7%
-25,045.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -13.9% | +2.3% | -9.7% |
| 7D | -27.2% | -34.6% | +7.4% | -22.7% |
| 30D | -46.9% | -56.7% | +9.7% | -40.3% |
| 3M | -44.4% | -54.4% | +10.0% | -37.9% |
| 6M | -50.9% | -69.7% | +18.8% | -42.3% |
| YTD | +3.5% | -20.2% | +23.7% | +6.9% |
| 1Y | -2.1% | -40.6% | +38.4% | +4.8% |
| 3Y | +418.7% | +221.7% | +197.1% | +364.1% |
| 5Y | +894.6% | +799.0% | +95.6% | +700.7% |
| 10Y | +3,465.5% | +3,451.5% | +14.0% | +2,429.6% |
| All | +7,433.0% | +32,478.7% | -25,045.6% | +5,104.7% |
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 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