+227.8%
STRL vs FE
+44.7%
+183.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.2% | -13.7% | -13.9% |
| 7D | -34.6% | +0.6% | -35.2% | -34.5% |
| 30D | -56.7% | +6.4% | -63.1% | -55.7% |
| 3M | -54.4% | -0.5% | -53.9% | -54.5% |
| 6M | -69.7% | +4.7% | -74.4% | -69.1% |
| YTD | -20.2% | +8.4% | -28.6% | -17.9% |
| 1Y | -40.6% | +7.2% | -47.8% | -38.8% |
| All | +227.8% | +44.7% | +183.1% | +244.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling