-25.9%
STRL vs FANG
+32.3%
-58.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.9% | -16.5% | -22.8% |
| 7D | -27.1% | -11.3% | -15.7% | -29.9% |
| 30D | -45.8% | -0.7% | -45.1% | -45.5% |
| 3M | -47.6% | -4.2% | -43.5% | -47.9% |
| 6M | -46.4% | -13.5% | -33.0% | -49.9% |
| YTD | -7.4% | +23.7% | -31.1% | -1.6% |
| 1Y | -25.9% | +34.3% | -60.2% | -22.8% |
| All | -25.9% | +32.3% | -58.1% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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