-25.9%
STRL vs UL
+1.7%
-27.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.3% | -24.7% | -18.6% |
| 7D | -27.1% | +4.7% | -31.7% | -23.4% |
| 30D | -45.8% | +11.6% | -57.4% | -40.2% |
| 3M | -47.6% | +5.3% | -52.9% | -44.1% |
| 6M | -46.4% | +16.0% | -62.5% | -39.2% |
| YTD | -7.4% | +5.0% | -12.3% | +8.0% |
| 1Y | -25.9% | +1.1% | -27.0% | -14.2% |
| All | -25.9% | +1.7% | -27.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling