+9,673.6%
STRL vs FICO
+60,037.1%
-50,363.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.9% | -14.8% | -14.0% |
| 7D | -34.6% | -0.3% | -34.4% | -34.5% |
| 30D | -56.7% | +1.7% | -58.4% | -57.0% |
| 3M | -54.4% | -35.2% | -19.2% | -51.8% |
| 6M | -69.7% | -33.7% | -36.0% | -68.9% |
| YTD | -20.2% | -58.2% | +37.9% | -11.8% |
| 1Y | -40.6% | -56.6% | +16.0% | -34.9% |
| 3Y | +221.7% | -24.0% | +245.6% | +209.8% |
| 5Y | +799.0% | +86.1% | +712.9% | +607.2% |
| 10Y | +3,451.5% | +522.8% | +2,928.7% | +2,102.5% |
| All | +9,673.6% | +60,037.1% | -50,363.5% | +4,556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling