+952.8%
STRL vs FFIV
+41.1%
+911.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +4.5% |
| 7D | +7.1% | -2.9% | +10.1% | +9.3% |
| 30D | -39.4% | -32.4% | -7.0% | -27.2% |
| 3M | -43.0% | -22.7% | -20.3% | -36.7% |
| 6M | -65.0% | -10.7% | -54.3% | -64.3% |
| YTD | -0.8% | +25.4% | -26.1% | -17.3% |
| 1Y | -20.3% | +34.2% | -54.5% | -36.2% |
| 3Y | +356.5% | +101.2% | +255.3% | +203.5% |
| 5Y | +952.8% | +42.0% | +910.9% | +699.2% |
| All | +952.8% | +41.1% | +911.7% | +699.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling