+2,022.6%
STRL vs FLR
+242.2%
+1,780.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +7.0% |
| 7D | +3.4% | +5.4% | -2.0% | +0.3% |
| 30D | -9.2% | +11.4% | -20.6% | -15.4% |
| 3M | -51.0% | +11.4% | -62.5% | -53.7% |
| 6M | +15.8% | +16.6% | -0.9% | +6.5% |
| YTD | +58.9% | +41.7% | +17.2% | +32.0% |
| 1Y | +68.5% | +35.4% | +33.1% | +44.7% |
| 3Y | +485.2% | +57.3% | +427.9% | +358.2% |
| All | +2,022.6% | +242.2% | +1,780.3% | +1,099.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling