+799.0%
STRL vs FN
+148.3%
+650.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -14.2% | +0.4% | -7.1% |
| 7D | -34.6% | -16.0% | -18.6% | -28.5% |
| 30D | -56.7% | -40.1% | -16.5% | -44.8% |
| 3M | -54.4% | -43.9% | -10.5% | -40.7% |
| 6M | -69.7% | -55.6% | -14.1% | -56.9% |
| YTD | -20.2% | -35.7% | +15.4% | -7.3% |
| 1Y | -40.6% | -39.8% | -0.7% | -28.6% |
| 3Y | +221.7% | +80.3% | +141.4% | +148.3% |
| 5Y | +799.0% | +143.3% | +655.7% | +492.4% |
| All | +799.0% | +148.3% | +650.7% | +492.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling