+269.3%
STRL vs FBTC
+52.5%
+216.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -19.8% | -5.4% | -14.5% | -18.3% |
| 30D | -43.6% | -10.5% | -33.1% | -41.1% |
| 3M | -45.2% | +15.1% | -60.3% | -48.2% |
| 6M | -65.7% | -8.3% | -57.5% | -64.8% |
| YTD | -5.4% | -16.0% | +10.5% | -1.1% |
| 1Y | -24.7% | -30.7% | +6.0% | -16.0% |
| All | +269.3% | +52.5% | +216.8% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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