+7,301.3%
STRL vs FLUT
-10.4%
+7,311.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +8.2% | -2.6% | +10.8% | +8.5% |
| 30D | -6.3% | +5.4% | -11.7% | -7.2% |
| 3M | -41.2% | -10.8% | -30.4% | -40.9% |
| 6M | +20.4% | -9.2% | +29.6% | +20.1% |
| YTD | +61.7% | -53.8% | +115.5% | +79.8% |
| 1Y | +72.7% | -66.0% | +138.7% | +102.1% |
| 3Y | +530.9% | -44.7% | +575.6% | +592.4% |
| 5Y | +2,125.4% | -50.6% | +2,176.0% | +2,257.2% |
| 10Y | +7,301.3% | -10.4% | +7,311.8% | +7,936.0% |
| All | +7,301.3% | -10.4% | +7,311.8% | +7,936.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling