-64.6%
STRL vs FLUT
-12.4%
-52.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -2.7% |
| 7D | +23.4% | -1.2% | +24.6% | +22.7% |
| 30D | -39.5% | +5.0% | -44.5% | -37.8% |
| 3M | -45.1% | -16.4% | -28.6% | -50.3% |
| 6M | -64.6% | -14.6% | -50.0% | -65.4% |
| All | -64.6% | -12.4% | -52.2% | -65.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling