-22.1%
FPS vs STRL
-17.3%
-4.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +15.0% | +1.0% | +7.7% |
| 7D | -8.0% | -13.3% | +5.4% | +0.3% |
| 30D | -43.5% | -43.3% | -0.2% | -24.0% |
| 3M | -41.6% | -46.9% | +5.2% | -19.1% |
| 6M | -44.0% | -65.6% | +21.6% | -9.5% |
| All | -22.1% | -17.3% | -4.8% | -21.6% |
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