+937.9%
STRL vs FE
+47.0%
+890.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.1% |
| 7D | +15.7% | +1.2% | +14.4% | +15.5% |
| 30D | -35.5% | +4.5% | -40.0% | -35.7% |
| 3M | -47.1% | +1.3% | -48.5% | -47.2% |
| 6M | -65.8% | +8.7% | -74.4% | -66.2% |
| YTD | -4.5% | +9.2% | -13.7% | -6.1% |
| 1Y | -10.5% | +7.0% | -17.4% | -11.5% |
| 3Y | +340.6% | +51.4% | +289.2% | +280.0% |
| All | +937.9% | +47.0% | +890.9% | +787.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling