+7,178.3%
STRL vs FTV
+77.3%
+7,101.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.8% |
| 7D | +10.1% | -0.4% | +10.5% | +10.3% |
| 30D | -8.2% | -8.3% | +0.1% | -2.4% |
| 3M | -43.7% | -7.4% | -36.3% | -41.3% |
| 6M | +27.1% | -1.2% | +28.3% | +26.3% |
| YTD | +64.0% | +2.7% | +61.3% | +54.0% |
| 1Y | +75.2% | +18.4% | +56.7% | +46.5% |
| 3Y | +539.9% | -2.0% | +541.9% | +522.6% |
| 5Y | +2,133.0% | +3.4% | +2,129.6% | +1,960.1% |
| 10Y | +7,178.3% | +78.5% | +7,099.8% | +5,107.3% |
| All | +7,178.3% | +77.3% | +7,101.0% | +5,107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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