+19,359.6%
STRL vs FICO
+79,152.7%
-59,793.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -16.7% | +22.4% | +8.8% |
| 7D | +3.4% | -19.2% | +22.6% | +7.0% |
| 30D | -9.2% | -14.6% | +5.4% | -7.2% |
| 3M | -51.0% | -20.1% | -31.0% | -50.3% |
| 6M | +15.8% | -36.3% | +52.1% | +20.8% |
| YTD | +58.9% | -44.9% | +103.7% | +69.8% |
| 1Y | +68.5% | -38.6% | +107.1% | +74.6% |
| 3Y | +485.2% | +4.0% | +481.2% | +440.4% |
| 5Y | +2,005.1% | +99.5% | +1,905.6% | +1,567.9% |
| 10Y | +7,118.0% | +604.7% | +6,513.3% | +4,345.2% |
| All | +19,359.6% | +79,152.7% | -59,793.1% | +8,864.5% |
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