+15,701.3%
STRL vs FLUT
+1,658.1%
+14,043.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | -26.9% | -1.1% | -25.8% | -26.9% |
| 30D | -52.7% | +7.7% | -60.4% | -53.0% |
| 3M | -52.8% | -12.2% | -40.7% | -52.5% |
| 6M | -71.5% | -17.6% | -53.9% | -71.4% |
| YTD | -17.4% | -62.0% | +44.6% | -10.6% |
| 1Y | -35.0% | -62.3% | +27.3% | -29.4% |
| 3Y | +239.2% | -52.0% | +291.2% | +261.6% |
| 5Y | +830.2% | -51.8% | +881.9% | +875.0% |
| 10Y | +3,574.7% | -26.3% | +3,601.0% | +3,589.3% |
| All | +15,701.3% | +1,658.1% | +14,043.1% | +12,270.5% |
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