+19,359.6%
STRL vs UL
+2,500.3%
+16,859.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | -1.3% | +4.7% | +3.8% |
| 30D | -9.2% | +0.5% | -9.7% | -9.5% |
| 3M | -51.0% | +17.6% | -68.6% | -53.8% |
| 6M | +15.8% | -5.4% | +21.1% | +15.9% |
| YTD | +58.9% | +0.7% | +58.2% | +56.1% |
| 1Y | +68.5% | -9.3% | +77.8% | +69.9% |
| 3Y | +485.2% | +24.5% | +460.7% | +431.0% |
| 5Y | +2,005.1% | +23.2% | +1,981.9% | +1,796.3% |
| 10Y | +7,118.0% | +64.5% | +7,053.5% | +5,798.1% |
| All | +19,359.6% | +2,500.3% | +16,859.3% | +14,326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling