+7,282.2%
STRL vs FDS
+87.3%
+7,194.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.5% | +9.3% | +6.3% |
| 7D | +3.4% | -1.9% | +5.3% | +3.7% |
| 30D | -9.2% | +9.0% | -18.3% | -10.8% |
| 3M | -51.0% | +18.9% | -69.9% | -53.4% |
| 6M | +15.8% | +35.1% | -19.4% | +4.0% |
| YTD | +58.9% | +5.5% | +53.4% | +54.3% |
| 1Y | +68.5% | -16.8% | +85.3% | +78.1% |
| 3Y | +485.2% | -28.1% | +513.3% | +556.3% |
| 5Y | +2,005.1% | -17.4% | +2,022.5% | +2,062.1% |
| All | +7,282.2% | +87.3% | +7,194.9% | +4,890.7% |
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