+3,988.2%
STRL vs FTV
+113.3%
+3,874.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.6% | +12.3% | +13.1% |
| 7D | -13.3% | +0.4% | -13.7% | -13.5% |
| 30D | -43.3% | +17.2% | -60.5% | -49.5% |
| 3M | -46.9% | +8.9% | -55.7% | -50.2% |
| 6M | -65.6% | +11.3% | -76.9% | -68.6% |
| YTD | -5.1% | +21.9% | -27.0% | -21.4% |
| 1Y | -23.1% | +31.6% | -54.6% | -40.2% |
| 3Y | +346.8% | +38.1% | +308.8% | +236.1% |
| 5Y | +907.2% | +15.7% | +891.5% | +757.2% |
| 10Y | +3,988.2% | +107.5% | +3,880.7% | +2,726.3% |
| All | +3,988.2% | +113.3% | +3,874.9% | +2,726.3% |
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