+3,667.8%
STRL vs FE
+105.3%
+3,562.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | -26.9% | -1.0% | -25.9% | -26.7% |
| 30D | -52.7% | +4.1% | -56.8% | -53.3% |
| 3M | -52.8% | -1.0% | -51.8% | -52.8% |
| 6M | -71.5% | +4.0% | -75.5% | -72.0% |
| YTD | -17.4% | +6.8% | -24.3% | -19.7% |
| 1Y | -35.0% | +5.3% | -40.2% | -36.4% |
| 3Y | +239.2% | +44.6% | +194.6% | +191.2% |
| 5Y | +830.2% | +44.2% | +786.0% | +693.0% |
| All | +3,667.8% | +105.3% | +3,562.5% | +3,257.7% |
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