-22.6%
FPS vs STRL
-19.3%
-3.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -21.5% | +4.1% | -6.3% |
| 7D | -23.3% | -27.1% | +3.7% | -9.7% |
| 30D | -42.4% | -45.8% | +3.4% | -21.5% |
| 3M | -43.0% | -47.6% | +4.6% | -21.0% |
| 6M | -44.5% | -46.4% | +1.9% | -22.3% |
| All | -22.6% | -19.3% | -3.3% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling