+2,154.1%
STRL vs FRSH
-72.6%
+2,226.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +5.4% | -11.2% | +16.6% | +6.8% |
| 30D | -9.0% | -0.8% | -8.2% | -9.2% |
| 3M | -37.1% | +26.4% | -63.5% | -39.7% |
| 6M | +17.8% | +48.4% | -30.6% | +9.4% |
| YTD | +58.3% | -3.1% | +61.4% | +56.3% |
| 1Y | +61.0% | -8.7% | +69.7% | +60.4% |
| 3Y | +517.8% | -45.8% | +563.6% | +553.5% |
| All | +2,154.1% | -72.6% | +2,226.7% | +2,022.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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