+539.9%
STRL vs FOXA
+118.5%
+421.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.2% |
| 7D | +10.1% | -0.6% | +10.7% | +10.1% |
| 30D | -8.2% | +2.3% | -10.5% | -8.2% |
| 3M | -43.7% | -2.8% | -40.8% | -42.7% |
| 6M | +27.1% | +9.6% | +17.5% | +27.1% |
| YTD | +64.0% | -9.9% | +73.9% | +69.2% |
| 1Y | +75.2% | +5.4% | +69.8% | +74.6% |
| 3Y | +539.9% | +115.3% | +424.6% | +468.4% |
| All | +539.9% | +118.5% | +421.4% | +468.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling