+68.5%
STRL vs FFIV
+25.9%
+42.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +3.4% | -1.0% | +4.4% | +3.8% |
| 30D | -9.2% | -5.1% | -4.2% | -7.4% |
| 3M | -51.0% | -4.5% | -46.6% | -50.0% |
| 6M | +15.8% | +36.5% | -20.7% | +5.1% |
| YTD | +58.9% | +53.0% | +5.9% | +38.3% |
| 1Y | +68.5% | +24.2% | +44.3% | +56.3% |
| All | +68.5% | +25.9% | +42.6% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling