+7,178.3%
STRL vs FTI
+304.2%
+6,874.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +4.0% |
| 7D | +10.1% | -0.2% | +10.3% | +10.1% |
| 30D | -8.2% | +12.3% | -20.5% | -11.9% |
| 3M | -43.7% | +13.8% | -57.4% | -46.3% |
| 6M | +27.1% | +24.3% | +2.8% | +17.2% |
| YTD | +64.0% | +75.8% | -11.8% | +34.6% |
| 1Y | +75.2% | +99.6% | -24.5% | +36.8% |
| 3Y | +539.9% | +278.4% | +261.5% | +299.1% |
| 5Y | +2,133.0% | +1,168.7% | +964.3% | +782.8% |
| 10Y | +7,178.3% | +297.5% | +6,880.7% | +3,168.6% |
| All | +7,178.3% | +304.2% | +6,874.0% | +3,168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling