-25.9%
STRL vs FLUT
-63.1%
+37.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -2.3% | -19.1% | -21.9% |
| 7D | -27.1% | +4.2% | -31.2% | -26.4% |
| 30D | -45.8% | +8.0% | -53.8% | -44.9% |
| 3M | -47.6% | -22.1% | -25.6% | -49.7% |
| 6M | -46.4% | -21.7% | -24.7% | -47.7% |
| YTD | -7.4% | -62.0% | +54.6% | +14.1% |
| 1Y | -25.9% | -63.2% | +37.3% | -7.0% |
| All | -25.9% | -63.1% | +37.3% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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