+3,276.1%
STRL vs FN
+3,620.5%
-344.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.6% | +4.7% |
| 7D | +3.4% | -1.7% | +5.1% | +4.0% |
| 30D | -9.2% | -22.0% | +12.7% | -2.1% |
| 3M | -51.0% | -43.0% | -8.0% | -41.9% |
| 6M | +15.8% | -27.7% | +43.5% | +25.7% |
| YTD | +58.9% | -10.5% | +69.4% | +60.1% |
| 1Y | +68.5% | +12.5% | +56.0% | +59.7% |
| 3Y | +485.2% | +153.8% | +331.4% | +333.6% |
| 5Y | +2,005.1% | +288.0% | +1,717.1% | +1,253.1% |
| 10Y | +7,118.0% | +906.4% | +6,211.5% | +3,516.1% |
| All | +3,276.1% | +3,620.5% | -344.5% | +1,122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling