-20.3%
STRL vs FFIV
+32.9%
-53.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +4.6% |
| 7D | +7.1% | -2.9% | +10.1% | +8.6% |
| 30D | -39.4% | -32.4% | -7.0% | -32.1% |
| 3M | -43.0% | -22.7% | -20.3% | -39.9% |
| 6M | -65.0% | -10.7% | -54.3% | -64.8% |
| YTD | -0.8% | +25.4% | -26.1% | -13.0% |
| 1Y | -20.3% | +34.2% | -54.5% | -30.1% |
| All | -20.3% | +32.9% | -53.2% | -30.1% |
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