+227.8%
STRL vs FGI
+2.3%
+225.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | 0.0% | -13.8% | -13.9% |
| 7D | -34.6% | -11.6% | -23.0% | -34.5% |
| 30D | -56.7% | -3.3% | -53.4% | -56.6% |
| 3M | -54.4% | +65.6% | -120.0% | -55.4% |
| 6M | -69.7% | -2.8% | -66.9% | -70.1% |
| YTD | -20.2% | +30.1% | -50.3% | -22.5% |
| 1Y | -40.6% | +50.2% | -90.7% | -42.3% |
| All | +227.8% | +2.3% | +225.5% | +223.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling