-20.8%
STRL vs FLR
+8.5%
-29.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +1.2% |
| 7D | +23.4% | +10.1% | +13.3% | +14.1% |
| 30D | -39.5% | -0.5% | -39.0% | -38.5% |
| 3M | -45.1% | -4.8% | -40.2% | -42.4% |
| 6M | -64.6% | +10.7% | -75.3% | -67.0% |
| YTD | -1.5% | +25.0% | -26.5% | -25.5% |
| 1Y | -20.8% | +8.3% | -29.1% | -25.7% |
| All | -20.8% | +8.5% | -29.3% | -25.7% |
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