-23.7%
FPS vs STRL
-16.8%
-6.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.6% |
| 7D | +13.6% | +15.7% | -2.1% | +5.4% |
| 30D | -32.4% | -35.5% | +3.1% | -14.1% |
| 3M | -41.1% | -47.1% | +6.0% | -18.0% |
| 6M | -51.4% | -65.8% | +14.4% | -21.2% |
| All | -23.7% | -16.8% | -6.9% | -23.3% |
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