-24.7%
STRL vs FFIV
+28.6%
-53.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -19.8% | -4.2% | -15.6% | -18.3% |
| 30D | -43.6% | -33.9% | -9.7% | -36.2% |
| 3M | -45.2% | -22.6% | -22.6% | -42.3% |
| 6M | -65.7% | -10.4% | -55.4% | -65.6% |
| YTD | -5.4% | +24.3% | -29.8% | -16.9% |
| 1Y | -24.7% | +31.8% | -56.5% | -33.9% |
| All | -24.7% | +28.6% | -53.3% | -33.9% |
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