+3,877.5%
STRL vs FE
+110.9%
+3,766.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -19.8% | -0.5% | -19.3% | -19.7% |
| 30D | -43.6% | +4.3% | -47.9% | -44.3% |
| 3M | -45.2% | +0.4% | -45.6% | -45.3% |
| 6M | -65.7% | +6.9% | -72.7% | -66.6% |
| YTD | -5.4% | +8.0% | -13.5% | -8.4% |
| 1Y | -24.7% | +4.8% | -29.5% | -26.3% |
| 3Y | +335.0% | +49.0% | +286.1% | +268.4% |
| 5Y | +915.3% | +46.2% | +869.1% | +758.9% |
| 10Y | +3,877.5% | +120.9% | +3,756.6% | +3,251.7% |
| All | +3,877.5% | +110.9% | +3,766.6% | +3,251.7% |
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