+4,839.0%
STRL vs FND
+66.0%
+4,772.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.0% | +5.2% |
| 7D | +3.4% | -5.2% | +8.6% | +5.0% |
| 30D | -9.2% | -19.9% | +10.6% | -3.2% |
| 3M | -51.0% | +2.7% | -53.8% | -52.4% |
| 6M | +15.8% | -21.7% | +37.4% | +22.0% |
| YTD | +58.9% | -17.5% | +76.4% | +63.5% |
| 1Y | +68.5% | -39.3% | +107.8% | +90.1% |
| 3Y | +485.2% | -49.8% | +535.0% | +572.8% |
| 5Y | +2,005.1% | -60.1% | +2,065.2% | +2,364.1% |
| All | +4,839.0% | +66.0% | +4,772.9% | +3,475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling