+4,998.5%
STRL vs FND
+58.4%
+4,940.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.8% | +4.6% |
| 7D | +10.1% | +0.4% | +9.7% | +9.9% |
| 30D | -8.2% | -23.6% | +15.4% | -0.8% |
| 3M | -43.7% | +4.3% | -48.0% | -45.6% |
| 6M | +27.1% | -20.3% | +47.4% | +33.0% |
| YTD | +64.0% | -21.3% | +85.3% | +71.1% |
| 1Y | +75.2% | -45.4% | +120.5% | +104.0% |
| 3Y | +539.9% | -48.9% | +588.8% | +630.6% |
| 5Y | +2,133.0% | -61.0% | +2,194.0% | +2,529.6% |
| All | +4,998.5% | +58.4% | +4,940.1% | +3,639.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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