+7,178.3%
STRL vs FLR
+18.9%
+7,159.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | +10.1% | +0.7% | +9.4% | +9.8% |
| 30D | -8.2% | -0.7% | -7.5% | -8.1% |
| 3M | -43.7% | +14.3% | -58.0% | -45.9% |
| 6M | +27.1% | +25.6% | +1.5% | +18.9% |
| YTD | +64.0% | +42.9% | +21.1% | +47.5% |
| 1Y | +75.2% | +38.7% | +36.4% | +60.1% |
| 3Y | +539.9% | +61.8% | +478.1% | +459.6% |
| 5Y | +2,133.0% | +254.1% | +1,878.9% | +1,497.3% |
| 10Y | +7,178.3% | +20.0% | +7,158.2% | +6,426.1% |
| All | +7,178.3% | +18.9% | +7,159.4% | +6,426.1% |
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