+2,851.0%
STRL vs FND
+76.3%
+2,774.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.1% | +10.9% | +13.8% |
| 7D | -13.3% | +8.5% | -21.9% | -16.0% |
| 30D | -43.3% | +17.2% | -60.5% | -46.6% |
| 3M | -46.9% | -14.9% | -31.9% | -45.1% |
| 6M | -65.6% | +3.1% | -68.7% | -67.1% |
| YTD | -5.1% | -12.4% | +7.3% | -5.3% |
| 1Y | -23.1% | -10.0% | -13.1% | -24.0% |
| 3Y | +346.8% | -31.3% | +378.2% | +362.3% |
| 5Y | +907.2% | -60.3% | +967.5% | +1,070.1% |
| All | +2,851.0% | +76.3% | +2,774.7% | +1,971.0% |
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