+1,730.3%
STRL vs FGI
-70.4%
+1,800.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.5% | -1.8% | +5.6% |
| 7D | +3.4% | +0.5% | +2.9% | +3.4% |
| 30D | -9.2% | +65.4% | -74.6% | -11.6% |
| 3M | -51.0% | +23.5% | -74.5% | -52.0% |
| 6M | +15.8% | +60.5% | -44.8% | +11.1% |
| YTD | +58.9% | +30.0% | +28.9% | +53.1% |
| 1Y | +68.5% | +82.1% | -13.5% | +59.7% |
| 3Y | +485.2% | -4.4% | +489.6% | +458.9% |
| All | +1,730.3% | -70.4% | +1,800.6% | +1,688.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling