+64,765.3%
STRL vs FTI
+2,165.1%
+62,600.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.9% |
| 7D | +3.4% | +5.3% | -1.9% | +1.5% |
| 30D | -9.2% | +15.3% | -24.6% | -13.9% |
| 3M | -51.0% | +15.8% | -66.8% | -53.7% |
| 6M | +15.8% | +22.6% | -6.8% | +7.0% |
| YTD | +58.9% | +79.5% | -20.7% | +28.3% |
| 1Y | +68.5% | +102.0% | -33.5% | +29.7% |
| 3Y | +485.2% | +315.8% | +169.4% | +243.6% |
| 5Y | +2,005.1% | +1,129.5% | +875.6% | +686.4% |
| 10Y | +7,118.0% | +320.9% | +6,797.0% | +3,228.6% |
| All | +64,765.3% | +2,165.1% | +62,600.2% | +18,891.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling