+3,667.8%
STRL vs FFIV
+126.1%
+3,541.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | -26.9% | -8.1% | -18.8% | -23.5% |
| 30D | -52.7% | -33.4% | -19.3% | -43.1% |
| 3M | -52.8% | -24.7% | -28.1% | -47.0% |
| 6M | -71.5% | -8.8% | -62.6% | -71.1% |
| YTD | -17.4% | +21.8% | -39.2% | -28.6% |
| 1Y | -35.0% | +25.3% | -60.2% | -44.7% |
| 3Y | +239.2% | +101.2% | +138.1% | +130.7% |
| 5Y | +830.2% | +40.2% | +789.9% | +632.8% |
| All | +3,667.8% | +126.1% | +3,541.7% | +2,041.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling