+531.5%
STRL vs FBTC
+62.0%
+469.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +8.2% | +1.1% | +7.1% | +7.6% |
| 30D | -6.3% | +22.3% | -28.6% | -13.4% |
| 3M | -41.2% | +26.0% | -67.2% | -46.2% |
| 6M | +20.4% | +13.2% | +7.2% | +15.1% |
| YTD | +61.7% | -10.7% | +72.4% | +65.3% |
| 1Y | +72.7% | -30.0% | +102.7% | +91.0% |
| All | +531.5% | +62.0% | +469.4% | +385.5% |
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