+526.2%
STRL vs FLNC
-63.7%
+589.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.2% | -1.3% |
| 7D | +5.4% | -5.0% | +10.4% | +6.3% |
| 30D | -9.0% | -26.1% | +17.1% | -4.1% |
| 3M | -37.1% | -55.2% | +18.1% | -28.2% |
| 6M | +17.8% | -42.6% | +60.4% | +24.6% |
| YTD | +58.3% | -51.0% | +109.3% | +68.1% |
| 1Y | +61.0% | +43.3% | +17.7% | +46.1% |
| All | +526.2% | -63.7% | +589.9% | +525.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling