+3,988.2%
STRL vs FLUT
-26.1%
+4,014.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.4% | +14.6% | +14.9% |
| 7D | -13.3% | -6.5% | -6.9% | -12.7% |
| 30D | -43.3% | +2.8% | -46.1% | -43.6% |
| 3M | -46.9% | -13.5% | -33.4% | -46.3% |
| 6M | -65.6% | -19.0% | -46.6% | -65.4% |
| YTD | -5.1% | -61.9% | +56.8% | +7.6% |
| 1Y | -23.1% | -63.2% | +40.2% | -12.0% |
| 3Y | +346.8% | -46.0% | +392.9% | +393.4% |
| 5Y | +907.2% | -51.8% | +958.9% | +985.4% |
| 10Y | +3,988.2% | -26.1% | +4,014.2% | +4,449.8% |
| All | +3,988.2% | -26.1% | +4,014.2% | +4,449.8% |
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