+3,541.4%
STRL vs FN
+663.9%
+2,877.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -14.2% | +0.4% | -7.7% |
| 7D | -34.6% | -16.0% | -18.6% | -29.0% |
| 30D | -56.7% | -40.1% | -16.5% | -45.7% |
| 3M | -54.4% | -43.9% | -10.5% | -41.7% |
| 6M | -69.7% | -55.6% | -14.1% | -57.9% |
| YTD | -20.2% | -35.7% | +15.4% | -7.6% |
| 1Y | -40.6% | -39.8% | -0.7% | -29.0% |
| 3Y | +221.7% | +80.3% | +141.4% | +146.1% |
| 5Y | +799.0% | +143.3% | +655.7% | +490.1% |
| All | +3,541.4% | +663.9% | +2,877.5% | +1,582.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling