-25.9%
STRL vs FN
-25.7%
-0.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -6.0% | -15.5% | -18.2% |
| 7D | -27.1% | -7.0% | -20.1% | -23.8% |
| 30D | -45.8% | -24.7% | -21.1% | -37.1% |
| 3M | -47.6% | -35.7% | -12.0% | -35.1% |
| 6M | -46.4% | -52.4% | +6.0% | -25.4% |
| YTD | -7.4% | -25.0% | +17.6% | -7.8% |
| 1Y | -25.9% | -25.7% | -0.2% | -26.9% |
| All | -25.9% | -25.7% | -0.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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