+9,255.6%
STRL vs FTV
+90.8%
+9,164.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.4% |
| 7D | +3.4% | -4.5% | +7.9% | +6.7% |
| 30D | -9.2% | -7.1% | -2.2% | -4.5% |
| 3M | -51.0% | -7.2% | -43.9% | -49.0% |
| 6M | +15.8% | -1.5% | +17.3% | +15.3% |
| YTD | +58.9% | +3.5% | +55.4% | +48.6% |
| 1Y | +68.5% | +20.3% | +48.2% | +39.7% |
| 3Y | +485.2% | -3.1% | +488.3% | +474.9% |
| 5Y | +2,005.1% | +2.3% | +2,002.8% | +1,861.6% |
| 10Y | +7,118.0% | +76.3% | +7,041.6% | +5,046.4% |
| All | +9,255.6% | +90.8% | +9,164.8% | +6,572.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling