+504.0%
STRL vs FFIV
+136.9%
+367.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +3.4% | -1.0% | +4.4% | +4.0% |
| 30D | -9.2% | -5.1% | -4.2% | -6.5% |
| 3M | -51.0% | -4.5% | -46.6% | -49.6% |
| 6M | +15.8% | +36.5% | -20.7% | -5.9% |
| YTD | +58.9% | +53.0% | +5.9% | +18.0% |
| 1Y | +68.5% | +24.2% | +44.3% | +43.8% |
| All | +504.0% | +136.9% | +367.2% | +254.0% |
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