+40,867.6%
STRL vs FDS
+9,502.8%
+31,364.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.5% | +9.3% | +6.5% |
| 7D | +3.4% | -1.9% | +5.3% | +3.7% |
| 30D | -9.2% | +9.0% | -18.3% | -11.1% |
| 3M | -51.0% | +18.9% | -69.9% | -53.9% |
| 6M | +15.8% | +35.1% | -19.4% | +4.2% |
| YTD | +58.9% | +5.5% | +53.4% | +50.3% |
| 1Y | +68.5% | -16.8% | +85.3% | +67.2% |
| 3Y | +485.2% | -28.1% | +513.3% | +501.2% |
| 5Y | +2,005.1% | -17.4% | +2,022.5% | +1,973.9% |
| 10Y | +7,118.0% | +85.4% | +7,032.5% | +5,713.4% |
| All | +40,867.6% | +9,502.8% | +31,364.8% | +21,940.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling