-65.0%
STRL vs FTI
-7.1%
-57.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.2% |
| 7D | +7.1% | +1.4% | +5.7% | +6.6% |
| 30D | -39.4% | -6.3% | -33.1% | -37.5% |
| 3M | -43.0% | -13.1% | -29.8% | -39.7% |
| 6M | -65.0% | -8.0% | -57.0% | -63.4% |
| All | -65.0% | -7.1% | -57.9% | -63.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling