-24.4%
STRL vs FGI
+45.3%
-69.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.9% | +13.1% | +14.9% |
| 7D | -13.3% | -1.4% | -12.0% | -13.3% |
| 30D | -43.3% | -3.2% | -40.1% | -43.3% |
| 3M | -46.9% | +64.1% | -111.0% | -49.0% |
| 6M | -65.6% | +17.2% | -82.8% | -66.5% |
| YTD | -5.1% | +31.6% | -36.7% | -12.5% |
| All | -24.4% | +45.3% | -69.7% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling