+3,786.6%
STRL vs FTV
+109.0%
+3,677.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +23.4% | +3.7% | +19.7% | +20.5% |
| 30D | -39.5% | +16.8% | -56.4% | -46.0% |
| 3M | -45.1% | +10.4% | -55.4% | -49.0% |
| 6M | -64.6% | +12.8% | -77.4% | -68.0% |
| YTD | -1.5% | +23.3% | -24.8% | -19.1% |
| 1Y | -20.8% | +31.0% | -51.8% | -38.2% |
| 3Y | +353.1% | +38.6% | +314.6% | +239.9% |
| 5Y | +942.9% | +17.6% | +925.3% | +777.3% |
| All | +3,786.6% | +109.0% | +3,677.6% | +2,499.5% |
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