+5,131.2%
STRL vs FANG
+1,373.6%
+3,757.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | +10.1% | -1.7% | +11.8% | +10.6% |
| 30D | -8.2% | +6.8% | -15.0% | -9.8% |
| 3M | -43.7% | +1.3% | -45.0% | -44.0% |
| 6M | +27.1% | +11.8% | +15.3% | +21.9% |
| YTD | +64.0% | +35.1% | +28.9% | +49.0% |
| 1Y | +75.2% | +48.9% | +26.2% | +54.3% |
| 3Y | +539.9% | +42.8% | +497.1% | +461.6% |
| 5Y | +2,133.0% | +230.3% | +1,902.7% | +1,431.2% |
| 10Y | +7,178.3% | +167.0% | +7,011.2% | +4,409.1% |
| All | +5,131.2% | +1,373.6% | +3,757.7% | +2,046.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling