+18,750.0%
STRL vs FLUT
+1,663.9%
+17,086.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | +23.4% | -1.2% | +24.6% | +23.6% |
| 30D | -39.5% | +5.0% | -44.5% | -39.8% |
| 3M | -45.1% | -16.4% | -28.6% | -44.4% |
| 6M | -64.6% | -14.6% | -50.0% | -64.5% |
| YTD | -1.5% | -61.9% | +60.4% | +6.6% |
| 1Y | -20.8% | -65.0% | +44.3% | -13.3% |
| 3Y | +353.1% | -44.8% | +398.0% | +378.1% |
| 5Y | +942.9% | -49.9% | +992.8% | +990.9% |
| 10Y | +3,847.6% | -26.1% | +3,873.7% | +3,862.5% |
| All | +18,750.0% | +1,663.9% | +17,086.1% | +14,654.2% |
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 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