+25,962.9%
STRL vs FFIV
+5,982.7%
+19,980.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -5.5% | -8.4% | -13.2% |
| 7D | -34.6% | -14.2% | -20.4% | -33.2% |
| 30D | -56.7% | -33.6% | -23.0% | -54.5% |
| 3M | -54.4% | -24.2% | -30.2% | -53.0% |
| 6M | -69.7% | -8.3% | -61.4% | -69.4% |
| YTD | -20.2% | +22.1% | -42.3% | -22.5% |
| 1Y | -40.6% | +26.5% | -67.0% | -42.5% |
| 3Y | +221.7% | +102.3% | +119.3% | +196.2% |
| 5Y | +799.0% | +40.6% | +758.3% | +758.8% |
| 10Y | +3,451.5% | +129.7% | +3,321.8% | +3,116.5% |
| All | +25,962.9% | +5,982.7% | +19,980.2% | +24,883.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling