+2,022.6%
STRL vs FLUT
-50.4%
+2,072.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.0% |
| 3M | -51.0% | -0.7% | -50.3% | -52.0% |
| 6M | +15.8% | -11.2% | +26.9% | +16.0% |
| YTD | +58.9% | -53.4% | +112.3% | +90.4% |
| 1Y | +68.5% | -65.8% | +134.3% | +121.1% |
| 3Y | +485.2% | -44.9% | +530.1% | +579.9% |
| All | +2,022.6% | -50.4% | +2,072.9% | +2,141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling