+3,877.1%
STRL vs FE
+120.9%
+3,756.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +7.1% | -0.4% | +7.5% | +7.3% |
| 30D | -39.4% | +3.6% | -43.0% | -40.0% |
| 3M | -43.0% | +0.3% | -43.3% | -43.1% |
| 6M | -65.0% | +6.4% | -71.4% | -65.8% |
| YTD | -0.8% | +8.1% | -8.9% | -3.9% |
| 1Y | -20.3% | +4.6% | -24.9% | -21.9% |
| 3Y | +356.5% | +49.1% | +307.4% | +286.4% |
| 5Y | +952.8% | +46.1% | +906.7% | +790.6% |
| 10Y | +3,877.1% | +122.7% | +3,754.4% | +3,226.2% |
| All | +3,877.1% | +120.9% | +3,756.2% | +3,226.2% |
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