+3,786.6%
STRL vs UL
+107.1%
+3,679.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +23.4% | -2.5% | +25.9% | +23.9% |
| 30D | -39.5% | +5.7% | -45.2% | -40.4% |
| 3M | -45.1% | +7.0% | -52.0% | -46.1% |
| 6M | -64.6% | +16.1% | -80.6% | -66.5% |
| YTD | -1.5% | +3.6% | -5.1% | -3.7% |
| 1Y | -20.8% | -1.4% | -19.4% | -21.5% |
| 3Y | +353.1% | +34.1% | +319.1% | +292.3% |
| 5Y | +942.9% | +32.0% | +910.9% | +792.7% |
| All | +3,786.6% | +107.1% | +3,679.5% | +2,844.3% |
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