Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • STRL vs FLUT✓SelectedUSD · FLUTSTRL vs FLUT performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs FLUT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+30,305.6%
FLUT return
+2,054.3%
Excess return
+28,251.4%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLUTExcessAlpha
1D+5.8%-2.2%+7.9%+5.9%
7D+3.4%-1.6%+5.0%+3.5%
30D-9.2%+7.7%-17.0%-10.0%
3M-51.0%-0.7%-50.3%-51.4%
6M+15.8%-11.2%+26.9%+15.8%
YTD+58.9%-53.4%+112.3%+69.4%
1Y+68.5%-65.8%+134.3%+85.5%
3Y+485.2%-44.9%+530.1%+516.9%
5Y+2,005.1%-49.7%+2,054.8%+2,091.4%
10Y+7,118.0%-9.7%+7,127.7%+7,036.3%
All+30,305.6%+2,054.3%+28,251.4%+23,341.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling