+3,988.2%
STRL vs FDS
+135.1%
+3,853.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.4% | +15.3% | +15.0% |
| 7D | -13.3% | -5.0% | -8.4% | -12.9% |
| 30D | -43.3% | +13.8% | -57.1% | -44.6% |
| 3M | -46.9% | +14.8% | -61.7% | -48.4% |
| 6M | -65.6% | +47.4% | -113.0% | -69.2% |
| YTD | -5.1% | +14.2% | -19.2% | -9.2% |
| 1Y | -23.1% | +26.6% | -49.7% | -30.3% |
| 3Y | +346.8% | -24.4% | +371.3% | +400.6% |
| 5Y | +907.2% | -22.6% | +929.8% | +996.7% |
| 10Y | +3,988.2% | +130.0% | +3,858.2% | +2,599.6% |
| All | +3,988.2% | +135.1% | +3,853.1% | +2,599.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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