+942.9%
STRL vs FDS
-23.2%
+966.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.9% |
| 7D | +23.4% | -2.6% | +26.0% | +22.9% |
| 30D | -39.5% | +14.1% | -53.6% | -38.0% |
| 3M | -45.1% | +19.8% | -64.8% | -43.0% |
| 6M | -64.6% | +55.0% | -119.5% | -62.8% |
| YTD | -1.5% | +15.9% | -17.4% | +8.5% |
| 1Y | -20.8% | +24.2% | -45.0% | -15.2% |
| 3Y | +353.1% | -24.0% | +377.2% | +481.8% |
| 5Y | +942.9% | -23.3% | +966.2% | +1,231.8% |
| All | +942.9% | -23.2% | +966.1% | +1,231.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling