+61.6%
STRL vs UL
-9.2%
+70.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.8% |
| 7D | +5.0% | -3.4% | +8.4% | +2.6% |
| 30D | -6.9% | +0.5% | -7.4% | -6.4% |
| 3M | -39.1% | +7.2% | -46.3% | -36.6% |
| 6M | +21.5% | -3.1% | +24.6% | +25.1% |
| YTD | +66.9% | -2.7% | +69.6% | +78.3% |
| 1Y | +61.6% | -10.2% | +71.9% | +70.9% |
| All | +61.6% | -9.2% | +70.8% | +70.9% |
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