+3,786.6%
STRL vs FHN
+80.9%
+3,705.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +23.4% | +1.3% | +22.2% | +22.8% |
| 30D | -39.5% | +2.8% | -42.3% | -40.4% |
| 3M | -45.1% | -8.9% | -36.1% | -42.6% |
| 6M | -64.6% | -0.7% | -63.9% | -64.7% |
| YTD | -1.5% | +0.1% | -1.6% | -1.8% |
| 1Y | -20.8% | +10.4% | -31.2% | -24.8% |
| 3Y | +353.1% | +128.8% | +224.3% | +204.0% |
| 5Y | +942.9% | +61.5% | +881.4% | +634.1% |
| All | +3,786.6% | +80.9% | +3,705.7% | +2,511.6% |
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