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  • STRL vs FTI✓SelectedUSD · FTISTRL vs FTI performance historyLatest closeAs of+3.23%09/08
Stock and ETF performance explorer

STRL vs FTI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,178.3%
FTI return
+304.2%
Excess return
+6,874.0%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFTIExcessAlpha
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