+7,285.0%
STRL vs FANG
+182.5%
+7,102.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +5.0% | +2.9% | +2.2% | +4.2% |
| 30D | -6.9% | +2.6% | -9.5% | -7.6% |
| 3M | -39.1% | +7.6% | -46.6% | -40.4% |
| 6M | +21.5% | +17.3% | +4.2% | +14.2% |
| YTD | +66.9% | +38.7% | +28.2% | +48.6% |
| 1Y | +61.6% | +51.6% | +10.0% | +39.3% |
| 3Y | +560.0% | +50.0% | +510.0% | +460.6% |
| 5Y | +2,238.9% | +237.6% | +2,001.3% | +1,403.0% |
| All | +7,285.0% | +182.5% | +7,102.5% | +4,234.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling