+15.8%
STRL vs FLR
+13.6%
+2.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +7.5% |
| 7D | +3.4% | +5.4% | -2.0% | -1.1% |
| 30D | -9.2% | +11.4% | -20.6% | -18.1% |
| 3M | -51.0% | +11.4% | -62.5% | -55.1% |
| 6M | +15.8% | +16.6% | -0.9% | +0.8% |
| All | +15.8% | +13.6% | +2.1% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling