+3,667.8%
STRL vs FDS
+135.4%
+3,532.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +3.9% |
| 7D | -26.9% | -0.5% | -26.4% | -27.0% |
| 30D | -52.7% | +20.2% | -72.9% | -54.1% |
| 3M | -52.8% | +19.9% | -72.7% | -54.5% |
| 6M | -71.5% | +56.2% | -127.6% | -74.9% |
| YTD | -17.4% | +14.6% | -32.0% | -21.1% |
| 1Y | -35.0% | +31.6% | -66.6% | -42.0% |
| 3Y | +239.2% | -23.8% | +263.0% | +278.8% |
| 5Y | +830.2% | -22.6% | +852.7% | +913.6% |
| All | +3,667.8% | +135.4% | +3,532.5% | +2,186.4% |
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