-25.9%
STRL vs FLNC
-69.0%
+43.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +10.2% | -31.6% | -23.8% |
| 7D | -27.1% | -2.1% | -25.0% | -27.1% |
| 30D | -45.8% | -20.8% | -25.0% | -43.1% |
| 3M | -47.6% | -61.3% | +13.7% | -35.8% |
| 6M | -46.4% | -50.9% | +4.4% | -41.3% |
| YTD | -7.4% | -69.4% | +62.0% | +5.1% |
| 1Y | -25.9% | -68.4% | +42.6% | -19.2% |
| All | -25.9% | -69.0% | +43.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling