+3,988.2%
STRL vs FLR
+17.5%
+3,970.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +8.3% | +6.7% | +12.2% |
| 7D | -13.3% | +8.5% | -21.9% | -15.2% |
| 30D | -43.3% | -0.7% | -42.6% | -42.8% |
| 3M | -46.9% | -11.7% | -35.2% | -44.3% |
| 6M | -65.6% | +16.2% | -81.8% | -66.7% |
| YTD | -5.1% | +27.0% | -32.1% | -10.6% |
| 1Y | -23.1% | +10.1% | -33.2% | -24.1% |
| 3Y | +346.8% | +46.2% | +300.7% | +306.8% |
| 5Y | +907.2% | +121.4% | +785.7% | +718.7% |
| 10Y | +3,988.2% | +11.0% | +3,977.2% | +4,021.2% |
| All | +3,988.2% | +17.5% | +3,970.7% | +4,021.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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