+7,161.0%
STRL vs FE
+115.1%
+7,045.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +5.9% |
| 7D | +3.4% | +1.9% | +1.5% | +2.8% |
| 30D | -9.2% | -1.2% | -8.1% | -8.9% |
| 3M | -51.0% | +3.5% | -54.5% | -51.7% |
| 6M | +15.8% | -6.1% | +21.8% | +17.2% |
| YTD | +58.9% | +7.6% | +51.3% | +54.4% |
| 1Y | +68.5% | +11.9% | +56.6% | +61.6% |
| 3Y | +485.2% | +48.4% | +436.8% | +397.6% |
| 5Y | +2,005.1% | +44.8% | +1,960.3% | +1,692.7% |
| All | +7,161.0% | +115.1% | +7,045.9% | +6,103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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