+42,551.2%
STRL vs FLR
+603.8%
+41,947.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +6.5% |
| 7D | +3.4% | +5.4% | -2.0% | +1.4% |
| 30D | -9.2% | +11.4% | -20.6% | -13.0% |
| 3M | -51.0% | +11.4% | -62.5% | -52.6% |
| 6M | +15.8% | +16.6% | -0.9% | +10.5% |
| YTD | +58.9% | +41.7% | +17.2% | +42.1% |
| 1Y | +68.5% | +35.4% | +33.1% | +54.1% |
| 3Y | +485.2% | +57.3% | +427.9% | +406.0% |
| 5Y | +2,005.1% | +241.0% | +1,764.1% | +1,304.3% |
| 10Y | +7,118.0% | +16.6% | +7,101.3% | +5,537.0% |
| All | +42,551.2% | +603.8% | +41,947.4% | +38,767.3% |
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