+937.9%
STRL vs FHN
+61.2%
+876.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | +15.7% | +2.1% | +13.5% | +14.8% |
| 30D | -35.5% | +3.8% | -39.3% | -36.5% |
| 3M | -47.1% | -8.9% | -38.2% | -45.3% |
| 6M | -65.8% | +1.8% | -67.6% | -66.2% |
| YTD | -4.5% | +0.6% | -5.1% | -4.9% |
| 1Y | -10.5% | +12.9% | -23.4% | -14.7% |
| 3Y | +340.6% | +126.4% | +214.2% | +250.5% |
| All | +937.9% | +61.2% | +876.8% | +703.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling