+22,065.0%
STRL vs FLR
+482.5%
+21,582.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.1% | +2.3% |
| 7D | -26.9% | -0.8% | -26.1% | -26.4% |
| 30D | -52.7% | -9.1% | -43.6% | -50.8% |
| 3M | -52.8% | -4.7% | -48.2% | -52.0% |
| 6M | -71.5% | -14.2% | -57.2% | -69.8% |
| YTD | -17.4% | +17.3% | -34.7% | -20.7% |
| 1Y | -35.0% | +4.3% | -39.2% | -34.8% |
| 3Y | +239.2% | +30.7% | +208.5% | +214.5% |
| 5Y | +830.2% | +101.3% | +728.9% | +639.2% |
| 10Y | +3,574.7% | +12.4% | +3,562.3% | +2,839.9% |
| All | +22,065.0% | +482.5% | +21,582.5% | +21,577.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling