+539.5%
STRL vs FWONK
+46.4%
+493.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.9% |
| 7D | +8.2% | -0.6% | +8.8% | +8.3% |
| 30D | -6.3% | -5.8% | -0.5% | -5.0% |
| 3M | -41.2% | +10.0% | -51.2% | -43.7% |
| 6M | +20.4% | +14.7% | +5.7% | +12.5% |
| YTD | +61.7% | -1.7% | +63.4% | +61.4% |
| 1Y | +72.7% | -4.6% | +77.3% | +74.5% |
| All | +539.5% | +46.4% | +493.0% | +436.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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