+239.2%
STRL vs FDS
-23.2%
+262.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +1.9% |
| 7D | -26.9% | -0.5% | -26.4% | -26.7% |
| 30D | -52.7% | +20.2% | -72.9% | -48.7% |
| 3M | -52.8% | +19.9% | -72.7% | -48.4% |
| 6M | -71.5% | +56.2% | -127.6% | -65.8% |
| YTD | -17.4% | +14.6% | -32.0% | -0.4% |
| 1Y | -35.0% | +31.6% | -66.6% | -23.9% |
| 3Y | +239.2% | -23.8% | +263.0% | +380.6% |
| All | +239.2% | -23.2% | +262.4% | +380.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling