+340.6%
STRL vs UL
+36.1%
+304.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -2.5% |
| 7D | +15.7% | +1.1% | +14.5% | +16.3% |
| 30D | -35.5% | +4.5% | -40.0% | -33.3% |
| 3M | -47.1% | +6.5% | -53.6% | -44.8% |
| 6M | -65.8% | +18.2% | -83.9% | -63.1% |
| YTD | -4.5% | +4.7% | -9.2% | +2.5% |
| 1Y | -10.5% | +0.8% | -11.2% | -4.2% |
| 3Y | +340.6% | +35.9% | +304.7% | +330.7% |
| All | +340.6% | +36.1% | +304.6% | +330.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling