+227.8%
STRL vs FICO
-24.0%
+251.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.9% | -14.8% | -13.9% |
| 7D | -34.6% | -0.3% | -34.4% | -34.6% |
| 30D | -56.7% | +1.7% | -58.4% | -56.7% |
| 3M | -54.4% | -35.2% | -19.2% | -54.4% |
| 6M | -69.7% | -33.7% | -36.0% | -70.9% |
| YTD | -20.2% | -58.2% | +37.9% | -13.9% |
| 1Y | -40.6% | -56.6% | +16.0% | -36.9% |
| All | +227.8% | -24.0% | +251.8% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling