+3,667.9%
STRL vs FFIV
+118.6%
+3,549.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -1.7% |
| 7D | +15.7% | -0.5% | +16.2% | +16.2% |
| 30D | -35.5% | -32.4% | -3.1% | -23.0% |
| 3M | -47.1% | -25.7% | -21.5% | -40.1% |
| 6M | -65.8% | -13.5% | -52.3% | -64.3% |
| YTD | -4.5% | +21.1% | -25.6% | -17.1% |
| 1Y | -10.5% | +29.4% | -39.9% | -25.0% |
| 3Y | +340.6% | +94.9% | +245.7% | +205.4% |
| 5Y | +911.0% | +34.7% | +876.3% | +713.8% |
| All | +3,667.9% | +118.6% | +3,549.3% | +2,193.0% |
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