+30,305.6%
STRL vs FLUT
+2,054.3%
+28,251.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 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