+3,786.6%
STRL vs FLR
+8.6%
+3,778.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | 0.0% |
| 7D | +23.4% | +10.1% | +13.3% | +19.8% |
| 30D | -39.5% | -0.5% | -39.0% | -38.9% |
| 3M | -45.1% | -4.8% | -40.2% | -43.7% |
| 6M | -64.6% | +10.7% | -75.3% | -65.2% |
| YTD | -1.5% | +25.0% | -26.5% | -6.8% |
| 1Y | -20.8% | +8.3% | -29.1% | -21.4% |
| 3Y | +353.1% | +36.8% | +316.3% | +319.9% |
| 5Y | +942.9% | +121.8% | +821.1% | +748.7% |
| All | +3,786.6% | +8.6% | +3,778.0% | +3,804.5% |
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