+335.0%
STRL vs FFIV
+102.8%
+232.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -19.8% | -4.2% | -15.6% | -17.5% |
| 30D | -43.6% | -33.9% | -9.7% | -30.8% |
| 3M | -45.2% | -22.6% | -22.6% | -39.3% |
| 6M | -65.7% | -10.4% | -55.4% | -65.5% |
| YTD | -5.4% | +24.3% | -29.8% | -24.3% |
| 1Y | -24.7% | +31.8% | -56.5% | -42.3% |
| 3Y | +335.0% | +99.5% | +235.5% | +171.1% |
| All | +335.0% | +102.8% | +232.2% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling