+2,022.6%
STRL vs FFIV
+91.3%
+1,931.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +3.4% | -1.0% | +4.4% | +3.9% |
| 30D | -9.2% | -5.1% | -4.2% | -6.9% |
| 3M | -51.0% | -4.5% | -46.6% | -49.8% |
| 6M | +15.8% | +36.5% | -20.7% | -2.8% |
| YTD | +58.9% | +53.0% | +5.9% | +24.2% |
| 1Y | +68.5% | +24.2% | +44.3% | +46.9% |
| 3Y | +485.2% | +137.2% | +348.0% | +276.0% |
| All | +2,022.6% | +91.3% | +1,931.3% | +1,402.5% |
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