+504.0%
STRL vs FLUT
-44.8%
+548.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +7.9% | +6.2% |
| 7D | +3.4% | -1.6% | +5.0% | +3.7% |
| 30D | -9.2% | +7.7% | -17.0% | -11.2% |
| 3M | -51.0% | -0.7% | -50.3% | -52.2% |
| 6M | +15.8% | -11.2% | +26.9% | +16.3% |
| YTD | +58.9% | -53.4% | +112.3% | +110.2% |
| 1Y | +68.5% | -65.8% | +134.3% | +157.9% |
| All | +504.0% | -44.8% | +548.8% | +639.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling