+3,498.5%
STRL vs FOXA
+86.3%
+3,412.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | +8.2% | -5.4% | +13.6% | +10.3% |
| 30D | -6.3% | +1.1% | -7.5% | -7.0% |
| 3M | -41.2% | -6.1% | -35.1% | -40.8% |
| 6M | +20.4% | +8.2% | +12.1% | +13.3% |
| YTD | +61.7% | -11.8% | +73.5% | +65.0% |
| 1Y | +72.7% | +9.9% | +62.8% | +58.4% |
| 3Y | +530.9% | +110.7% | +420.2% | +309.0% |
| 5Y | +2,125.4% | +86.9% | +2,038.5% | +1,407.2% |
| All | +3,498.5% | +86.3% | +3,412.2% | +1,986.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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