+340.6%
STRL vs FND
-39.5%
+380.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -2.5% |
| 7D | +15.7% | -6.8% | +22.5% | +17.7% |
| 30D | -35.5% | +8.0% | -43.4% | -37.4% |
| 3M | -47.1% | -18.9% | -28.2% | -44.6% |
| 6M | -65.8% | +4.7% | -70.5% | -67.5% |
| YTD | -4.5% | -21.6% | +17.1% | -1.8% |
| 1Y | -10.5% | -22.0% | +11.5% | -7.9% |
| 3Y | +340.6% | -40.4% | +381.1% | +394.0% |
| All | +340.6% | -39.5% | +380.1% | +394.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling