+40,413.3%
STRL vs FTI
+1,755.2%
+38,658.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | +7.1% | +1.4% | +5.7% | +6.9% |
| 30D | -39.4% | -6.3% | -33.1% | -37.6% |
| 3M | -43.0% | -13.1% | -29.8% | -39.7% |
| 6M | -65.0% | -8.0% | -57.0% | -64.0% |
| YTD | -0.8% | +47.1% | -47.8% | -13.6% |
| 1Y | -20.3% | +50.7% | -71.0% | -31.3% |
| 3Y | +356.5% | +209.0% | +147.5% | +200.2% |
| 5Y | +952.8% | +847.0% | +105.9% | +336.3% |
| 10Y | +3,877.1% | +184.3% | +3,692.8% | +2,028.6% |
| All | +40,413.3% | +1,755.2% | +38,658.2% | +12,693.1% |
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