+3,877.5%
STRL vs FTI
+178.7%
+3,698.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -19.8% | -3.3% | -16.5% | -18.4% |
| 30D | -43.6% | -7.2% | -36.3% | -41.8% |
| 3M | -45.2% | -12.9% | -32.3% | -42.3% |
| 6M | -65.7% | -7.9% | -57.9% | -64.8% |
| YTD | -5.4% | +45.2% | -50.6% | -16.7% |
| 1Y | -24.7% | +48.1% | -72.7% | -34.3% |
| 3Y | +335.0% | +205.0% | +130.0% | +194.3% |
| 5Y | +915.3% | +838.8% | +76.5% | +350.7% |
| 10Y | +3,877.5% | +174.8% | +3,702.7% | +1,988.5% |
| All | +3,877.5% | +178.7% | +3,698.8% | +1,988.5% |
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