+5,164.2%
STRL vs FWONK
+274.4%
+4,889.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | +10.1% | -2.1% | +12.2% | +10.9% |
| 30D | -8.2% | -7.7% | -0.5% | -5.8% |
| 3M | -43.7% | +9.3% | -53.0% | -46.0% |
| 6M | +27.1% | +13.3% | +13.8% | +19.7% |
| YTD | +64.0% | -3.6% | +67.6% | +63.2% |
| 1Y | +75.2% | -6.8% | +81.9% | +76.0% |
| 3Y | +539.9% | +43.9% | +496.0% | +444.4% |
| 5Y | +2,133.0% | +94.4% | +2,038.6% | +1,576.4% |
| 10Y | +7,178.3% | +353.8% | +6,824.4% | +4,116.5% |
| All | +5,164.2% | +274.4% | +4,889.7% | +2,860.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling