-24.7%
STRL vs UL
-0.7%
-23.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.6% |
| 7D | -19.8% | +2.6% | -22.4% | -17.2% |
| 30D | -43.6% | +6.8% | -50.3% | -39.5% |
| 3M | -45.2% | +5.7% | -51.0% | -41.4% |
| 6M | -65.7% | +15.9% | -81.6% | -61.3% |
| YTD | -5.4% | +4.3% | -9.7% | +10.0% |
| 1Y | -24.7% | -0.4% | -24.3% | -12.9% |
| All | -24.7% | -0.7% | -23.9% | -12.9% |
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 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