+851.2%
STRL vs FGI
-70.6%
+921.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.5% |
| 7D | -26.9% | -7.0% | -20.0% | -26.8% |
| 30D | -52.7% | -4.2% | -48.4% | -52.6% |
| 3M | -52.8% | +55.6% | -108.4% | -54.1% |
| 6M | -71.5% | -3.2% | -68.3% | -71.9% |
| YTD | -17.4% | +29.1% | -46.6% | -20.5% |
| 1Y | -35.0% | +51.0% | -85.9% | -37.6% |
| 3Y | +239.2% | +1.5% | +237.7% | +222.3% |
| All | +851.2% | -70.6% | +921.7% | +828.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling