+3,877.5%
STRL vs URA
+289.1%
+3,588.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.5% | +12.0% | +13.2% |
| 7D | -19.8% | +0.3% | -20.1% | -19.5% |
| 30D | -43.6% | -14.8% | -28.8% | -37.9% |
| 3M | -45.2% | -25.3% | -19.9% | -35.6% |
| 6M | -65.7% | -39.9% | -25.8% | -54.8% |
| YTD | -5.4% | -22.4% | +17.0% | +9.7% |
| 1Y | -24.7% | -29.0% | +4.3% | -8.4% |
| 3Y | +335.0% | +41.0% | +294.1% | +284.6% |
| 5Y | +915.3% | +38.3% | +877.0% | +759.8% |
| 10Y | +3,877.5% | +276.1% | +3,601.4% | +1,787.9% |
| All | +3,877.5% | +289.1% | +3,588.4% | +1,787.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling