+3,667.8%
STRL vs FHN
+109.0%
+3,558.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | -26.9% | -1.0% | -25.9% | -26.7% |
| 30D | -52.7% | +0.2% | -52.9% | -52.9% |
| 3M | -52.8% | -9.0% | -43.9% | -50.7% |
| 6M | -71.5% | -6.8% | -64.6% | -70.7% |
| YTD | -17.4% | -1.5% | -15.9% | -17.2% |
| 1Y | -35.0% | +10.9% | -45.9% | -38.5% |
| 3Y | +239.2% | +119.4% | +119.9% | +131.2% |
| 5Y | +830.2% | +57.5% | +772.6% | +560.4% |
| All | +3,667.8% | +109.0% | +3,558.8% | +1,988.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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