+239.2%
STRL vs UL
+35.9%
+203.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +2.1% |
| 7D | -26.9% | +1.1% | -28.0% | -25.9% |
| 30D | -52.7% | +8.2% | -60.9% | -50.4% |
| 3M | -52.8% | +4.5% | -57.4% | -51.1% |
| 6M | -71.5% | +12.6% | -84.0% | -69.4% |
| YTD | -17.4% | +3.5% | -21.0% | -11.9% |
| 1Y | -35.0% | -0.4% | -34.5% | -30.8% |
| 3Y | +239.2% | +36.0% | +203.2% | +232.7% |
| All | +239.2% | +35.9% | +203.3% | +232.7% |
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