+2,035.6%
STRL vs FLNC
-70.4%
+2,105.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +5.0% |
| 7D | +5.0% | -4.1% | +9.1% | +5.7% |
| 30D | -6.9% | -24.8% | +17.9% | -2.6% |
| 3M | -39.1% | -59.1% | +20.0% | -30.2% |
| 6M | +21.5% | -42.0% | +63.5% | +27.5% |
| YTD | +66.9% | -49.8% | +116.7% | +75.7% |
| 1Y | +61.6% | +43.1% | +18.6% | +45.6% |
| 3Y | +560.0% | -61.0% | +621.0% | +532.8% |
| All | +2,035.6% | -70.4% | +2,105.9% | +1,950.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling