+3,667.8%
STRL vs FE
+107.4%
+3,560.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -26.9% | 0.0% | -26.9% | -26.9% |
| 30D | -52.7% | +5.2% | -57.9% | -53.4% |
| 3M | -52.8% | 0.0% | -52.8% | -52.9% |
| 6M | -71.5% | +5.0% | -76.5% | -72.0% |
| YTD | -17.4% | +7.9% | -25.3% | -19.9% |
| 1Y | -35.0% | +6.3% | -41.3% | -36.6% |
| 3Y | +239.2% | +46.0% | +193.2% | +190.4% |
| 5Y | +830.2% | +45.6% | +784.5% | +691.0% |
| All | +3,667.8% | +107.4% | +3,560.5% | +3,249.4% |
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