+3,667.8%
STRL vs FN
+753.0%
+2,914.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.7% | -8.2% | -1.6% |
| 7D | -26.9% | 0.0% | -26.9% | -26.5% |
| 30D | -52.7% | -34.3% | -18.4% | -43.2% |
| 3M | -52.8% | -39.9% | -13.0% | -41.7% |
| 6M | -71.5% | -51.8% | -19.6% | -61.9% |
| YTD | -17.4% | -28.1% | +10.7% | -9.1% |
| 1Y | -35.0% | -29.1% | -5.9% | -27.7% |
| 3Y | +239.2% | +102.4% | +136.8% | +146.3% |
| 5Y | +830.2% | +171.7% | +658.5% | +480.8% |
| All | +3,667.8% | +753.0% | +2,914.8% | +1,556.1% |
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