+3,988.2%
STRL vs FTI
+185.2%
+3,803.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.7% | +14.2% | +14.7% |
| 7D | -13.3% | -4.3% | -9.0% | -11.5% |
| 30D | -43.3% | -8.0% | -35.3% | -41.4% |
| 3M | -46.9% | -8.0% | -38.8% | -45.1% |
| 6M | -65.6% | -8.7% | -56.9% | -64.5% |
| YTD | -5.1% | +43.9% | -49.0% | -16.1% |
| 1Y | -23.1% | +49.8% | -72.9% | -33.1% |
| 3Y | +346.8% | +211.7% | +135.1% | +200.3% |
| 5Y | +907.2% | +781.6% | +125.6% | +356.3% |
| 10Y | +3,988.2% | +180.2% | +3,808.0% | +2,084.4% |
| All | +3,988.2% | +185.2% | +3,803.0% | +2,084.4% |
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