+288.7%
STRL vs FND
-36.1%
+324.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -26.9% | +7.7% | -34.6% | -28.7% |
| 30D | -52.7% | +11.9% | -64.5% | -54.4% |
| 3M | -52.8% | -14.6% | -38.3% | -51.2% |
| 6M | -71.5% | +0.5% | -71.9% | -72.4% |
| YTD | -17.4% | -15.8% | -1.6% | -16.5% |
| 1Y | -35.0% | -12.9% | -22.0% | -35.0% |
| All | +288.7% | -36.1% | +324.7% | +310.3% |
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