-25.9%
STRL vs FICO
-57.1%
+31.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -3.2% | -18.2% | -22.4% |
| 7D | -27.1% | +0.4% | -27.5% | -27.1% |
| 30D | -45.8% | +1.7% | -47.5% | -45.2% |
| 3M | -47.6% | -33.0% | -14.6% | -53.7% |
| 6M | -46.4% | -33.9% | -12.6% | -53.4% |
| YTD | -7.4% | -58.5% | +51.2% | -18.9% |
| 1Y | -25.9% | -56.4% | +30.5% | -35.6% |
| All | -25.9% | -57.1% | +31.3% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling