-20.8%
STRL vs FTI
+50.7%
-71.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +23.4% | +5.4% | +18.0% | +19.8% |
| 30D | -39.5% | -8.2% | -31.3% | -36.4% |
| 3M | -45.1% | -13.7% | -31.4% | -40.4% |
| 6M | -64.6% | -11.2% | -53.4% | -62.1% |
| YTD | -1.5% | +46.0% | -47.5% | -17.7% |
| 1Y | -20.8% | +51.8% | -72.6% | -35.0% |
| All | -20.8% | +50.7% | -71.5% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling