-35.0%
STRL vs FLUT
-62.4%
+27.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.2% |
| 7D | -26.9% | -1.1% | -25.8% | -27.0% |
| 30D | -52.7% | +7.7% | -60.4% | -51.9% |
| 3M | -52.8% | -12.2% | -40.7% | -53.7% |
| 6M | -71.5% | -17.6% | -53.9% | -72.4% |
| YTD | -17.4% | -62.0% | +44.6% | +4.7% |
| 1Y | -35.0% | -62.3% | +27.3% | -17.4% |
| All | -35.0% | -62.4% | +27.5% | -17.4% |
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