-8.5%
FPS vs STRL
+15.4%
-23.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.3% | +0.3% |
| 7D | +3.1% | +3.4% | -0.3% | +1.8% |
| 30D | -18.6% | -9.2% | -9.3% | -15.5% |
| 3M | -51.5% | -51.0% | -0.4% | -39.1% |
| 6M | -8.5% | +15.8% | -24.3% | -18.1% |
| All | -8.5% | +15.4% | -23.9% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling