+4,761.9%
STRL vs FTV
+119.0%
+4,642.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | -26.9% | +0.2% | -27.1% | -27.2% |
| 30D | -52.7% | +15.7% | -68.3% | -57.5% |
| 3M | -52.8% | +7.5% | -60.4% | -55.4% |
| 6M | -71.5% | +8.5% | -79.9% | -73.5% |
| YTD | -17.4% | +18.8% | -36.2% | -30.3% |
| 1Y | -35.0% | +28.5% | -63.5% | -48.5% |
| 3Y | +239.2% | +34.0% | +205.2% | +162.0% |
| 5Y | +830.2% | +12.6% | +817.6% | +707.7% |
| 10Y | +3,574.7% | +111.4% | +3,463.3% | +2,241.9% |
| All | +4,761.9% | +119.0% | +4,642.9% | +3,029.4% |
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