+2,091.9%
STRL vs FOXA
+91.7%
+2,000.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.4% |
| 7D | +23.4% | -2.9% | +26.3% | +24.7% |
| 30D | -39.5% | +5.1% | -44.6% | -40.8% |
| 3M | -45.1% | +4.7% | -49.7% | -46.5% |
| 6M | -64.6% | -0.2% | -64.3% | -65.6% |
| YTD | -1.5% | -9.2% | +7.7% | -1.3% |
| 1Y | -20.8% | -0.6% | -20.2% | -23.9% |
| 3Y | +353.1% | +125.7% | +227.4% | +183.1% |
| 5Y | +942.9% | +70.2% | +872.7% | +638.1% |
| All | +2,091.9% | +91.7% | +2,000.2% | +1,148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling