+24,284.0%
STRL vs FDS
+10,266.7%
+14,017.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -19.8% | -2.0% | -17.8% | -19.7% |
| 30D | -43.6% | +13.5% | -57.1% | -45.3% |
| 3M | -45.2% | +15.2% | -60.4% | -47.5% |
| 6M | -65.7% | +47.0% | -112.8% | -69.7% |
| YTD | -5.4% | +13.9% | -19.3% | -12.8% |
| 1Y | -24.7% | +25.2% | -49.9% | -32.6% |
| 3Y | +335.0% | -25.3% | +360.4% | +339.9% |
| 5Y | +915.3% | -23.3% | +938.6% | +912.8% |
| 10Y | +3,877.5% | +126.0% | +3,751.5% | +2,940.2% |
| All | +24,284.0% | +10,266.7% | +14,017.3% | +12,682.2% |
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