+72.7%
STRL vs FLR
+33.3%
+39.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | +1.1% |
| 7D | +8.2% | -3.1% | +11.3% | +10.7% |
| 30D | -6.3% | +4.9% | -11.2% | -10.1% |
| 3M | -41.2% | +10.8% | -52.0% | -46.3% |
| 6M | +20.4% | +19.7% | +0.7% | +2.0% |
| YTD | +61.7% | +38.4% | +23.3% | +16.4% |
| 1Y | +72.7% | +34.7% | +38.0% | +29.1% |
| All | +72.7% | +33.3% | +39.4% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling