+3,667.8%
STRL vs URA
+278.3%
+3,389.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +1.1% |
| 7D | -26.9% | -4.1% | -22.8% | -24.9% |
| 30D | -52.7% | -19.0% | -33.7% | -46.6% |
| 3M | -52.8% | -25.1% | -27.7% | -44.7% |
| 6M | -71.5% | -44.5% | -27.0% | -60.8% |
| YTD | -17.4% | -24.3% | +6.9% | -3.0% |
| 1Y | -35.0% | -28.1% | -6.8% | -21.3% |
| 3Y | +239.2% | +40.7% | +198.5% | +200.2% |
| 5Y | +830.2% | +35.5% | +794.7% | +695.5% |
| All | +3,667.8% | +278.3% | +3,389.5% | +1,712.5% |
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