+3,667.8%
STRL vs FICO
+512.2%
+3,155.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -26.9% | -0.9% | -26.0% | -26.7% |
| 30D | -52.7% | +3.3% | -56.0% | -53.3% |
| 3M | -52.8% | -31.7% | -21.1% | -50.3% |
| 6M | -71.5% | -34.0% | -37.5% | -71.0% |
| YTD | -17.4% | -58.3% | +40.9% | -5.2% |
| 1Y | -35.0% | -57.9% | +23.0% | -25.6% |
| 3Y | +239.2% | -24.1% | +263.3% | +204.0% |
| 5Y | +830.2% | +85.3% | +744.9% | +470.6% |
| All | +3,667.8% | +512.2% | +3,155.6% | +1,086.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling