-10.5%
STRL vs FFIV
+28.7%
-39.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.0% |
| 7D | +15.7% | -0.5% | +16.2% | +16.1% |
| 30D | -35.5% | -32.4% | -3.1% | -28.2% |
| 3M | -47.1% | -25.7% | -21.5% | -43.5% |
| 6M | -65.8% | -13.5% | -52.3% | -65.1% |
| YTD | -4.5% | +21.1% | -25.6% | -13.5% |
| 1Y | -10.5% | +29.4% | -39.9% | -19.1% |
| All | -10.5% | +28.7% | -39.2% | -19.1% |
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