+7,178.3%
STRL vs UL
+65.6%
+7,112.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.4% |
| 7D | +10.1% | -1.3% | +11.4% | +10.4% |
| 30D | -8.2% | +0.9% | -9.1% | -8.5% |
| 3M | -43.7% | +14.2% | -57.9% | -46.2% |
| 6M | +27.1% | -3.2% | +30.3% | +27.1% |
| YTD | +64.0% | -0.3% | +64.3% | +62.5% |
| 1Y | +75.2% | -8.8% | +83.9% | +77.7% |
| 3Y | +539.9% | +23.9% | +516.0% | +471.5% |
| 5Y | +2,133.0% | +21.4% | +2,111.6% | +1,878.0% |
| 10Y | +7,178.3% | +66.7% | +7,111.6% | +6,356.9% |
| All | +7,178.3% | +65.6% | +7,112.7% | +6,356.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling