+989.4%
STRL vs FGI
-70.0%
+1,059.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.4% |
| 7D | -19.8% | -4.1% | -15.7% | -19.7% |
| 30D | -43.6% | -3.4% | -40.2% | -43.5% |
| 3M | -45.2% | +61.8% | -107.0% | -46.7% |
| 6M | -65.7% | +17.0% | -82.8% | -66.4% |
| YTD | -5.4% | +31.4% | -36.8% | -9.0% |
| 1Y | -24.7% | +42.7% | -67.3% | -27.7% |
| 3Y | +335.0% | -0.1% | +335.2% | +314.3% |
| All | +989.4% | -70.0% | +1,059.4% | +963.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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