+3,786.6%
STRL vs FTI
+183.5%
+3,603.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +23.4% | +5.4% | +18.0% | +21.2% |
| 30D | -39.5% | -8.2% | -31.3% | -37.4% |
| 3M | -45.1% | -13.7% | -31.4% | -41.9% |
| 6M | -64.6% | -11.2% | -53.4% | -63.1% |
| YTD | -1.5% | +46.0% | -47.5% | -13.4% |
| 1Y | -20.8% | +51.8% | -72.6% | -31.4% |
| 3Y | +353.1% | +206.7% | +146.4% | +205.8% |
| 5Y | +942.9% | +862.0% | +80.9% | +358.6% |
| All | +3,786.6% | +183.5% | +3,603.1% | +1,940.3% |
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