+2,022.6%
STRL vs FN
+289.0%
+1,733.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.6% | +4.4% |
| 7D | +3.4% | -1.7% | +5.1% | +4.2% |
| 30D | -9.2% | -22.0% | +12.7% | +0.5% |
| 3M | -51.0% | -43.0% | -8.0% | -38.4% |
| 6M | +15.8% | -27.7% | +43.5% | +27.9% |
| YTD | +58.9% | -10.5% | +69.4% | +57.4% |
| 1Y | +68.5% | +12.5% | +56.0% | +52.8% |
| 3Y | +485.2% | +153.8% | +331.4% | +285.8% |
| All | +2,022.6% | +289.0% | +1,733.5% | +1,084.1% |
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 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