+3,877.1%
STRL vs FFIV
+130.1%
+3,747.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +4.5% |
| 7D | +7.1% | -2.9% | +10.1% | +9.2% |
| 30D | -39.4% | -32.4% | -7.0% | -27.5% |
| 3M | -43.0% | -22.7% | -20.3% | -36.6% |
| 6M | -65.0% | -10.7% | -54.3% | -64.0% |
| YTD | -0.8% | +25.4% | -26.1% | -15.3% |
| 1Y | -20.3% | +34.2% | -54.5% | -34.4% |
| 3Y | +356.5% | +101.2% | +255.3% | +211.3% |
| 5Y | +952.8% | +42.0% | +910.9% | +725.8% |
| 10Y | +3,877.1% | +126.7% | +3,750.4% | +2,273.5% |
| All | +3,877.1% | +130.1% | +3,747.0% | +2,273.5% |
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