+340.6%
STRL vs FTV
+39.2%
+301.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +15.7% | +3.9% | +11.8% | +13.3% |
| 30D | -35.5% | +18.7% | -54.1% | -41.7% |
| 3M | -47.1% | +10.0% | -57.2% | -50.0% |
| 6M | -65.8% | +14.6% | -80.3% | -68.7% |
| YTD | -4.5% | +23.4% | -27.9% | -19.5% |
| 1Y | -10.5% | +31.3% | -41.8% | -28.9% |
| 3Y | +340.6% | +39.8% | +300.8% | +249.4% |
| All | +340.6% | +39.2% | +301.4% | +249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling