+2,119.0%
STRL vs FANG
+228.0%
+1,891.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.4% |
| 7D | +5.4% | +1.2% | +4.2% | +5.0% |
| 30D | -9.0% | +2.4% | -11.4% | -9.5% |
| 3M | -37.1% | +5.1% | -42.1% | -37.9% |
| 6M | +17.8% | +16.4% | +1.4% | +11.3% |
| YTD | +58.3% | +39.0% | +19.4% | +41.2% |
| 1Y | +61.0% | +50.6% | +10.4% | +39.0% |
| 3Y | +517.8% | +46.9% | +470.9% | +428.8% |
| 5Y | +2,119.0% | +238.2% | +1,880.8% | +1,231.9% |
| All | +2,119.0% | +228.0% | +1,891.0% | +1,231.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling